In this notebook, we'll look into modelling implied trading within an exchange. Implied trading refers to ability to connect liquidity on strategy and outright order books (e.g. Euronext).

1 Type definitions and printers¶

1.1 Model type definitions¶

Our first goal is to setup the various type definitions that we'll use later on.

Try this!

In [1]:

type side = BUY | SELL

type outright_id = OUT1 | OUT2 | OUT3
type strategy_id = STRAT1 | STRAT2
type month = Mar | Jun | Sep | Dec

(* Map an outright with an expiry *)
let contract_expiry = function
  | OUT1 -> Mar
  | OUT2 -> Jun
  | OUT3 -> Sep

(* Convert month to an integer *)
let month_to_int = function
  | Mar -> 3
  | Jun -> 6
  | Sep -> 9
  | Dec -> 12
;;

(* Return true of m1 is nearer (or equal) to m2 *)
let month_comp (m1 : month) (m2 : month) =
  (month_to_int m1) < (month_to_int  m2)
;;

type instrument =
  | Strategy of strategy_id
  | Outright of outright_id
    
(* Level information *)
type level_info = {
  li_qty : int
  ; li_price : int
}

(* best bid and ask information *)
type best_bid_ask = {
  bid_info : level_info option
  ; ask_info : level_info option
}

(* Best bid/ask for all of the books *)
type books_info = {
  book1 : best_bid_ask
  ; book2 : best_bid_ask
  ; book3 : best_bid_ask
}

(* Order type *)
type order = {
  o_qty : int
  ; o_price : int
  ; o_time : int
  ; o_id : int
  ; o_side : side
  ; o_client_id : int
  ; o_inst : instrument
  ; o_is_implied : bool
}

(* Helper function to make order creation simpler *)
let make si qty price id inst clientid isimp time =
  {o_qty = qty ; o_price = price; o_id = id; o_side = si; 
   o_client_id = clientid; o_inst = inst; o_is_implied = isimp;
   o_time = time }


(* outright order book *)
type book = {
  b_buys : order list
  ; b_sells : order list
}

let empty_book = { b_buys = []; b_sells = [] }
    
(* Individual leg *)
type leg = {
  leg_sec_idx : outright_id
  ; leg_mult : int
}

(* Strategy is composed of legs *)
type strategy = {
  time_created : int
  ; leg1 : leg
  ; leg2 : leg
  ; leg3 : leg
}

(* Helper function to make strategy creation smaller *)
let make_strat tcreated m1 m2 m3 = {
  time_created = tcreated
  ; leg1 = { leg_sec_idx = OUT1; leg_mult = m1 }
  ; leg2 = { leg_sec_idx = OUT2; leg_mult = m2 }
  ; leg3 = { leg_sec_idx = OUT3; leg_mult = m3 } 
}

type implied_strat_ord = {
  max_strat : int option
  ; strat_price : int option
}

(* New order message *)
type new_ord_msg = {
  no_client_id : int
  ; no_inst_type : instrument
  ; no_qty : int
  ; no_side : side
  ; no_price : int
}

(* cancel order ID *)
type cancel_ord_msg = {
  co_client_id : int
  ; co_order_id : int
  ; co_instrument : instrument
  ; co_side : side
}

(* Inbound messages type *)
type inbound_msg = 
  | NewOrder of new_ord_msg
  | CancelOrder of cancel_ord_msg
  | ImpliedUncross

(* Helper function for creating new order messages *)
let make_no_msg cid inst qty sd p =
 NewOrder {
  no_client_id = cid
  ; no_inst_type = inst
  ; no_qty = qty
  ; no_side = sd
  ; no_price = p
 }

(* ack message *)
type ack_msg = {
  ack_client_id : int
  ; ack_order_id : int
  ; ack_inst_type : instrument
  ; ack_qty : int
  ; ack_side : side
  ; ack_price : int
}

(* fill information *)
type fill = {
  fill_client_id : int
  ; fill_qty : int
  ; fill_price : int
  ; fill_order_id : int
  ; fill_order_done : bool
}

(* uncross result *)
type uncross_res = {
  uncrossed_book : book
  ; uncrossed_fills : fill list
  ; uncrossed_qty : int
}

(* outbound message type *)
type outbound_msg = 
  | Ack of ack_msg
  | Fill of fill
  | UncrossResult of uncross_res
;;

(* The entire market - strategy definitions, order books, messages, etc. s*)
type market = {

  (* current time*)
  curr_time : int

  (* used for order ID counter *)
  ; last_ord_id : int

  (* two strategy definitions *)
  ; strat1    : strategy
  ; strat2    : strategy

  (* outright books *)
  ; out_book1 : book
  ; out_book2 : book
  ; out_book3 : book

  (* strategy books *)
  ; s_book1   : book
  ; s_book2   : book

  (* inbound and outbound message queues *)
  ; inbound_msgs  : inbound_msg list
  ; outbound_msgs : outbound_msg list

}

Out[1]:

type side = BUY | SELL
type outright_id = OUT1 | OUT2 | OUT3
type strategy_id = STRAT1 | STRAT2
type month = Mar | Jun | Sep | Dec
val contract_expiry : outright_id -> month = <fun>
val month_to_int : month -> int = <fun>
val month_comp : month -> month -> bool = <fun>
type instrument = Strategy of strategy_id | Outright of outright_id
type level_info = { li_qty : int; li_price : int; }
type best_bid_ask = {
  bid_info : level_info option;
  ask_info : level_info option;
}
type books_info = {
  book1 : best_bid_ask;
  book2 : best_bid_ask;
  book3 : best_bid_ask;
}
type order = {
  o_qty : int;
  o_price : int;
  o_time : int;
  o_id : int;
  o_side : side;
  o_client_id : int;
  o_inst : instrument;
  o_is_implied : bool;
}
val make :
  side -> int -> int -> int -> instrument -> int -> bool -> int -> order =
  <fun>
type book = { b_buys : order list; b_sells : order list; }
val empty_book : book = {b_buys = []; b_sells = []}
type leg = { leg_sec_idx : outright_id; leg_mult : int; }
type strategy = { time_created : int; leg1 : leg; leg2 : leg; leg3 : leg; }
val make_strat : int -> int -> int -> int -> strategy = <fun>
type implied_strat_ord = {
  max_strat : int option;
  strat_price : int option;
}
type new_ord_msg = {
  no_client_id : int;
  no_inst_type : instrument;
  no_qty : int;
  no_side : side;
  no_price : int;
}
type cancel_ord_msg = {
  co_client_id : int;
  co_order_id : int;
  co_instrument : instrument;
  co_side : side;
}
type inbound_msg =
    NewOrder of new_ord_msg
  | CancelOrder of cancel_ord_msg
  | ImpliedUncross
val make_no_msg : int -> instrument -> int -> side -> int -> inbound_msg =
  <fun>
type ack_msg = {
  ack_client_id : int;
  ack_order_id : int;
  ack_inst_type : instrument;
  ack_qty : int;
  ack_side : side;
  ack_price : int;
}
type fill = {
  fill_client_id : int;
  fill_qty : int;
  fill_price : int;
  fill_order_id : int;
  fill_order_done : bool;
}
type uncross_res = {
  uncrossed_book : book;
  uncrossed_fills : fill list;
  uncrossed_qty : int;
}
type outbound_msg =
    Ack of ack_msg
  | Fill of fill
  | UncrossResult of uncross_res
type market = {
  curr_time : int;
  last_ord_id : int;
  strat1 : strategy;
  strat2 : strategy;
  out_book1 : book;
  out_book2 : book;
  out_book3 : book;
  s_book1 : book;
  s_book2 : book;
  inbound_msgs : inbound_msg list;
  outbound_msgs : outbound_msg list;
}

1.2 Custom type printers¶

One of Imandra's powerful features is the ability to combine logic (pure subset of OCaml) and program (all of OCaml) modes. In the following cell, we will create and install a custom type printer (HTML) for an order book. So that next time a value of this type is computed within a cell, this printer would be used instead of the generic one.

Try this!

In [2]:

(* Here's an example of a custom printer that we can install for arbitrary data types. *)

#program;;
#require "tyxml";;
let html_of_order (o : order) =
  let module H = Tyxml.Html in
  H.div
  ~a:(if o.o_is_implied then [H.a_style "color: red"] else [])
  [ H.div 
    ~a:[H.a_style "font-size: 1.4em"]
    [H.txt (Format.asprintf "%s (%s)" (Z.to_string o.o_price) (Z.to_string o.o_qty))]
  ; H.div (if o.o_is_implied then [H.txt "Implied"] else [])
  ]
  
let doc_of_order (o:order) =
  let module H = Tyxml.Html in
  Document.html (H.div [html_of_order o]);;
  
#install_doc doc_of_order

let html_of_book ?(title="") (b: book) =
  let module H = Tyxml.Html in
  let rec build_rows acc buys sells =
      match buys, sells with
      | b :: bs, s :: ss -> build_rows (acc @ [H.tr [H.td [html_of_order b]; H.td [html_of_order s]]]) bs ss
      | b :: bs, [] -> build_rows (acc @ [H.tr [H.td [html_of_order b]; H.td [H.txt "-"]]]) bs []
      | [], s :: ss -> build_rows (acc @ [H.tr [H.td [H.txt "-"]; H.td [html_of_order s]]]) [] ss
      | [], [] -> acc
  in
  H.div 
  ~a:[H.a_style "margin-right:1em; display: flex; flex-direction: column; align-items: center; justify-content: flex-start"]
  [ H.div ~a:[H.a_style "font-weight: bold"] [H.txt title]
  ; H.table
    ~thead:(H.thead [H.tr [H.th [H.txt "Buys"]; H.th [H.txt "Sells"]]])
    (build_rows [] b.b_buys b.b_sells)]
  
let doc_of_book (b:book) =
  let module H = Tyxml.Html in
  Document.html (H.div [html_of_book ~title:"M1 Mar21" b]);;
  
#install_doc doc_of_book;;

let html_of_market (m: market) =
  let module H = Tyxml.Html in
  H.div 
  [ H.div ~a:[H.a_style "display: flex"]
    [ html_of_book ~title:"Strategy 1" m.s_book1 
    ; html_of_book ~title:"Strategy 2" m.s_book2
    ]
  ; H.div ~a:[H.a_style "margin-top: 1em; display: flex"]
    [ html_of_book ~title:"Book 1" m.out_book1 
    ; html_of_book ~title:"Book 2" m.out_book2
    ; html_of_book ~title:"Book 3" m.out_book3
    ]]
    
let doc_of_market (m : market) =
  let module H = Tyxml.Html in
  Document.html (html_of_market m);;
  
#install_doc doc_of_market;;

#logic;;

Out[2]:

- : unit = ()
val html_of_order : order -> [> Html_types.div ] Tyxml_html.elt = <fun>
val doc_of_order : order -> Document.t = <fun>
val html_of_book :
  ?title:string -> book -> [> Html_types.div ] Tyxml_html.elt = <fun>
val doc_of_book : book -> Document.t = <fun>
val html_of_market : market -> [> Html_types.div ] Tyxml_html.elt = <fun>
val doc_of_market : market -> Document.t = <fun>

1.3 Custom type printer example¶

Try this!

In [3]:

let leg = { leg_sec_idx = OUT1; leg_mult = 1 } in

let strat = { time_created = 0; leg1 = leg; leg2 = leg; leg3 = leg } in

let b1 = {
  b_buys = [ 
    (make BUY 100 54 1 (Outright OUT1) 1 true 1)
    ;(make BUY 100 54 2 (Outright OUT1) 1 false 1)
  ]
  ; b_sells = [
    (make SELL 100 54 3 (Outright OUT1) 1 false 1)
    ;(make SELL 100 54 4 (Outright OUT1) 1 false 1)
  ] } in

  { curr_time = 1
  ; last_ord_id = 1
  ; strat1 = strat
  ; strat2 = strat
  ; out_book1 = b1
  ; out_book2 = b1
  ; out_book3 = b1
  ; s_book1 = b1
  ; s_book2 = b1
  ; inbound_msgs = []
  ; outbound_msgs = []
  }

Out[3]:

- : market = <document>

Strategy 1

Buys	Sells
54 (100) Implied	54 (100)
54 (100)	54 (100)

Strategy 2

Buys	Sells
54 (100) Implied	54 (100)
54 (100)	54 (100)

Book 1

Buys	Sells
54 (100) Implied	54 (100)
54 (100)	54 (100)

Book 2

Buys	Sells
54 (100) Implied	54 (100)
54 (100)	54 (100)

Book 3

Buys	Sells
54 (100) Implied	54 (100)
54 (100)	54 (100)

2. Outright uncrossing logic¶

2.1 Order book operatons (inserting, cancelling orders)¶

Try this!

In [4]:

(* Convert fills into outbound messages *)
let rec create_fill_msgs (f : fill list) =
  match f with 
  | [] -> []
  | x::xs -> (Fill x) :: create_fill_msgs xs

(* TODO: recode this with higher-order functions *)
let rec cancel_ord_side (orders : order list) (c : cancel_ord_msg) =
  match orders with
  | [] -> []
  | x::xs ->
    begin
      if (x.o_client_id = c.co_client_id) && (x.o_id = c.co_order_id) then xs
      else x :: (cancel_ord_side xs c)
    end

(* Helper to cancel orders *)
let cancel_ord_book (co : cancel_ord_msg) (b : book) =
  match co.co_side with 
  | BUY -> { b with b_buys = (cancel_ord_side b.b_buys co) }
  | SELL -> { b with b_sells = (cancel_ord_side b.b_sells co) }

(* function used insert individual orders *)
let rec insert_order_side (orders : order list) (o : order) =
  match orders with
  | [] -> [ o ]
  | x::xs ->
    begin
      if o.o_side = BUY then
        (if o.o_price > x.o_price then o :: orders else x :: (insert_order_side xs o))
      else
        (if o.o_price < x.o_price then o :: orders else x :: (insert_order_side xs o))
    end

(* insert order into the book *)
let insert_order (o : order) (b : book) = 
  if o.o_side = BUY then
    { b with b_buys = (insert_order_side b.b_buys o) }
  else
    { b with b_sells = (insert_order_side b.b_sells o) }

(* The fills are adjusted to a single fill price during the uncross *)
let rec adjust_fill_prices (fills : fill list) ( f_price : int ) =
  match fills with 
  | [] -> []
  | x::xs -> { x with fill_price = f_price } :: ( adjust_fill_prices xs f_price )
;;

Out[4]:

val create_fill_msgs : fill list -> outbound_msg list = <fun>
val cancel_ord_side : order list -> cancel_ord_msg -> order list = <fun>
val cancel_ord_book : cancel_ord_msg -> book -> book = <fun>
val insert_order_side : order list -> order -> order list = <fun>
val insert_order : order -> book -> book = <fun>
val adjust_fill_prices : fill list -> int -> fill list = <fun>

termination proof

Termination proof

call `create_fill_msgs (List.tl f)` from `create_fill_msgs f`

original

create_fill_msgs f

sub

create_fill_msgs (List.tl f)

original ordinal

Ordinal.Int (Ordinal.count f)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl f))

path

[not (f = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.024s

details

Expand

smt_stats

num checks	7
arith-assume-eqs	3
arith-make-feasible	89
arith-max-columns	44
arith-conflicts	10
rlimit count	4318
mk clause	95
datatype occurs check	36
mk bool var	191
arith-lower	65
arith-diseq	3
datatype splits	6
decisions	68
arith-propagations	2
propagations	82
interface eqs	3
arith-bound-propagations-cheap	2
arith-max-rows	18
conflicts	19
datatype accessor ax	7
minimized lits	8
arith-bound-propagations-lp	2
datatype constructor ax	10
num allocs	1220773281
final checks	12
added eqs	145
del clause	65
arith eq adapter	49
arith-upper	70
memory	25.320000
max memory	25.320000

Expand

start[0.024s]
  not (f = []) && Ordinal.count f >= 0 && Ordinal.count (List.tl f) >= 0
  ==> List.tl f = []
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl f)))
         (Ordinal.Int (Ordinal.count f))

simplify

into	(List.tl f = [] \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl f))) (Ordinal.Int (Ordinal.count f))) \|\| not ((not (f = []) && Ordinal.count f >= 0) && Ordinal.count (List.tl f) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`fill list`_2248| f_2239)
expansions

unroll

expr	(\|count_`fill list`_2248\| (\|get.::.1_2223\| f_2239))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`fill list`_2248\| …
expansions

unsat

(let ((a!1 (ite (>= (fill_price_118 (|get.::.0_2222| f_2239)) 0)
                (fill_price_118 (|g…

termination proof

Termination proof

call `cancel_ord_side (List.tl orders) c` from `cancel_ord_side orders c`

original

cancel_ord_side orders c

sub

cancel_ord_side (List.tl orders) c

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not ((List.hd orders).o_client_id = c.co_client_id && (List.hd orders).o_id = c.co_order_id) && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	67
arith-max-columns	52
arith-conflicts	2
rlimit count	6239
mk clause	69
datatype occurs check	52
mk bool var	458
arith-lower	34
datatype splits	99
decisions	138
propagations	61
interface eqs	1
arith-max-rows	22
conflicts	9
datatype accessor ax	60
datatype constructor ax	159
num allocs	1300892877
final checks	10
added eqs	662
del clause	36
arith eq adapter	32
arith-upper	62
memory	26.190000
max memory	26.190000

Expand

start[0.017s]
  not
  ((List.hd orders).o_client_id = c.co_client_id
   && (List.hd orders).o_id = c.co_order_id)
  && not (orders = [])
     && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      (not
       ((List.hd (List.tl orders)).o_client_id = c.co_client_id
        && (List.hd (List.tl orders)).o_id = c.co_order_id)
       && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(not (not ((List.hd (List.tl orders)).o_client_id = c.co_client_id && (List.hd (List.tl orders)).o_id = c.co_order_id) && not (List.tl orders = [])) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders))) \|\| not (((not ((List.hd orders).o_client_id = c.co_client_id && (List.hd orders).o_id = c.co_order_id) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2273| orders_2262)
expansions

unroll

expr	(\|count_`order list`_2273\| (\|get.::.1_2260\| orders_2262))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2273\| …
expansions

unsat

(let ((a!1 (ite (>= (o_qty_50 (|get.::.0_2259| orders_2262)) 0)
                (o_qty_50 (|get.::.0…

termination proof

Termination proof

call `insert_order_side (List.tl orders) o` from `insert_order_side orders o`

original

insert_order_side orders o

sub

insert_order_side (List.tl orders) o

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not (o.o_price > (List.hd orders).o_price) && o.o_side = BUY && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	5
arith-make-feasible	74
arith-max-columns	59
arith-conflicts	2
rlimit count	12670
mk clause	88
datatype occurs check	64
mk bool var	457
arith-lower	41
datatype splits	95
decisions	128
propagations	79
interface eqs	5
arith-max-rows	28
conflicts	9
datatype accessor ax	53
datatype constructor ax	145
num allocs	1590107134
final checks	14
added eqs	670
del clause	55
arith eq adapter	37
arith-upper	68
memory	16.960000
max memory	26.190000

Expand

start[0.017s]
  not (o.o_price > (List.hd orders).o_price)
  && o.o_side = BUY
     && not (orders = [])
        && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      (not (o.o_price > (List.hd (List.tl orders)).o_price)
       && o.o_side = BUY && not (List.tl orders = []))
      && not
         (not (o.o_price < (List.hd (List.tl orders)).o_price)
          && not (o.o_side = BUY) && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not ((o.o_price <= (List.hd (List.tl orders)).o_price && o.o_side = BUY) && not (List.tl orders = [])) && not (((List.hd (List.tl orders)).o_price <= o.o_price && not (o.o_side = BUY)) && not (List.tl orders = []))) \|\| not ((((o.o_price <= (List.hd orders).o_price && o.o_side = BUY) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2317| orders_2304)
expansions

unroll

expr	(\|count_`order list`_2317\| (\|get.::.1_2303\| orders_2304))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2317\| …
expansions

unsat

(let ((a!1 (ite (>= (o_time_52 (|get.::.0_2302| orders_2304)) 0)
                (o_time_52 (|get.::…

call `insert_order_side (List.tl orders) o` from `insert_order_side orders o`

original

insert_order_side orders o

sub

insert_order_side (List.tl orders) o

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not (o.o_price < (List.hd orders).o_price) && not (o.o_side = BUY) && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-make-feasible	68
arith-max-columns	54
arith-conflicts	2
rlimit count	6291
mk clause	68
datatype occurs check	52
mk bool var	465
arith-lower	34
datatype splits	103
decisions	117
propagations	72
arith-max-rows	23
conflicts	10
datatype accessor ax	58
datatype constructor ax	156
num allocs	1551898852
final checks	9
added eqs	681
del clause	35
arith eq adapter	32
arith-upper	65
memory	14.150000
max memory	26.190000

Expand

start[0.017s]
  not (o.o_price < (List.hd orders).o_price)
  && not (o.o_side = BUY)
     && not (orders = [])
        && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      (not (o.o_price > (List.hd (List.tl orders)).o_price)
       && o.o_side = BUY && not (List.tl orders = []))
      && not
         (not (o.o_price < (List.hd (List.tl orders)).o_price)
          && not (o.o_side = BUY) && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not ((o.o_price <= (List.hd (List.tl orders)).o_price && o.o_side = BUY) && not (List.tl orders = [])) && not (((List.hd (List.tl orders)).o_price <= o.o_price && not (o.o_side = BUY)) && not (List.tl orders = []))) \|\| not (((((List.hd orders).o_price <= o.o_price && not (o.o_side = BUY)) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2317| orders_2304)
expansions

unroll

expr	(\|count_`order list`_2317\| (\|get.::.1_2303\| orders_2304))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2317\| …
expansions

unsat

(let ((a!1 (|Ordinal.<<_102| (|Ordinal.Int_93| (|count_`order list`_2317|
                          …

termination proof

Termination proof

call `adjust_fill_prices (List.tl fills) f_price` from `adjust_fill_prices fills f_price`

original

adjust_fill_prices fills f_price

sub

adjust_fill_prices (List.tl fills) f_price

original ordinal

Ordinal.Int (Ordinal.count fills)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl fills))

path

[not (fills = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.016s

details

Expand

smt_stats

num checks	7
arith-assume-eqs	3
arith-make-feasible	89
arith-max-columns	44
arith-conflicts	10
rlimit count	4318
mk clause	95
datatype occurs check	36
mk bool var	191
arith-lower	65
arith-diseq	3
datatype splits	6
decisions	68
arith-propagations	2
propagations	82
interface eqs	3
arith-bound-propagations-cheap	2
arith-max-rows	18
conflicts	19
datatype accessor ax	7
minimized lits	8
arith-bound-propagations-lp	2
datatype constructor ax	10
num allocs	1673635519
final checks	12
added eqs	145
del clause	65
arith eq adapter	49
arith-upper	70
memory	17.560000
max memory	26.190000

Expand

start[0.016s]
  not (fills = [])
  && Ordinal.count fills >= 0 && Ordinal.count (List.tl fills) >= 0
  ==> List.tl fills = []
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl fills)))
         (Ordinal.Int (Ordinal.count fills))

simplify

into	(List.tl fills = [] \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl fills))) (Ordinal.Int (Ordinal.count fills))) \|\| not ((not (fills = []) && Ordinal.count fills >= 0) && Ordinal.count (List.tl fills) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`fill list`_2358| fills_2347)
expansions

unroll

expr	(\|count_`fill list`_2358\| (\|get.::.1_2346\| fills_2347))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`fill list`_2358\| …
expansions

unsat

(let ((a!1 (ite (>= (fill_client_id_116 (|get.::.0_2345| fills_2347)) 0)
                (fill_clien…

2.2 Book uncross¶

Try this!

In [5]:

(* Measure for proving termination of `uncross_book` below *)
let book_measure b =
  Ordinal.of_int (List.length b.b_buys + List.length b.b_sells)

let rec uncross_book (b : book) (fills : fill list) (filled_qty : int) = 
  match b.b_buys, b.b_sells with
  | [], [] | _, [] | [], _ ->
    (* we need to check whether there have been fills before, 
      if so we need to adjust fill prices before getting out *)
    begin
      match fills with
      | [] -> { uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty }
      | x::xs ->
        let fills' = x :: (adjust_fill_prices xs x.fill_price) in
      { uncrossed_book = b; uncrossed_fills = fills'; uncrossed_qty = filled_qty }
    end
  | buy::bs, sell::ss ->
    if buy.o_price >= sell.o_price then
      begin
        (* compute the fill qty and price *)
        let fill_qty = if buy.o_qty < sell.o_qty then buy.o_qty else sell.o_qty in
        let fill_price = (buy.o_price + sell.o_price) / 2 in

        (* update the orders that traded *)
        let buy' = { buy with o_qty = buy.o_qty - fill_qty } in
        let sell' = { sell with o_qty = sell.o_qty - fill_qty } in

        (* create the fills *)
        let fill1 = { 
          fill_client_id = buy.o_client_id
          ; fill_qty = fill_qty
          ; fill_price = fill_price
          ; fill_order_id = buy.o_id
          ; fill_order_done = true } in
        
        let fill2 = {
          fill_client_id = sell.o_client_id
          ; fill_qty = fill_qty
          ; fill_price = fill_price
          ; fill_order_id = sell.o_id
          ; fill_order_done = true } in

        (* now update the books and fills *)
        let new_buys = if buy'.o_qty = 0 then bs else buy'::bs in
        let new_sells = if sell'.o_qty = 0 then ss else sell'::ss in
        let b' = {
          b_buys = new_buys
          ; b_sells = new_sells } in

        (* We should not be generating fills for implied orders - there's
          a different mechanism for that *)
        let fills' = if not buy.o_is_implied then
          fill1 :: fills else fills in
        let fills' = if not sell.o_is_implied then
          fill2 :: fills' else fills' in

        (* recursively go to the next level *)
        uncross_book b' fills' (filled_qty + fill_qty)
      end
      
    else
      (* nothing to do here *)
      { uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty }
[@@measure book_measure b]
;;

Out[5]:

val book_measure : book -> Ordinal.t = <fun>
val uncross_book : book -> fill list -> int -> uncross_res = <fun>

termination proof

Termination proof

call `uncross_book {b_buys = if (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_buys else {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_buys); b_sells = if (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_sells else {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_sells)} (if not (List.hd b.b_sells).o_is_implied then {fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: (if not (List.hd b.b_buys).o_is_implied then {fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills else fills) else if not (List.hd b.b_buys).o_is_implied then {fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills else fills) (filled_qty + (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty))` from `uncross_book b fills filled_qty`

original

uncross_book b fills filled_qty

sub

uncross_book {b_buys = if (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_buys else {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_buys); b_sells = if (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_sells else {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_sells)} (if not (List.hd b.b_sells).o_is_implied then {fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: (if not (List.hd b.b_buys).o_is_implied then {fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills else fills) else if not (List.hd b.b_buys).o_is_implied then {fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills else fills) (filled_qty + (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty))

original ordinal

book_measure b

sub ordinal

book_measure {b_buys = if (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_buys else {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_buys); b_sells = if (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty) = 0 then List.tl b.b_sells else {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)} :: (List.tl b.b_sells)}

path

[(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price && not ((b.b_buys = [] && b.b_sells = [] || b.b_sells = []) || b.b_buys = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.033s

details

Expand

smt_stats

num checks	12
arith-assume-eqs	10
arith-make-feasible	93
arith-max-columns	41
arith-conflicts	4
rlimit count	14350
arith-cheap-eqs	44
mk clause	122
datatype occurs check	164
mk bool var	1131
arith-lower	67
arith-diseq	18
datatype splits	282
decisions	314
arith-propagations	5
propagations	224
interface eqs	8
arith-bound-propagations-cheap	5
arith-max-rows	20
conflicts	27
datatype accessor ax	156
arith-bound-propagations-lp	7
datatype constructor ax	482
num allocs	1770865146
final checks	26
added eqs	2245
del clause	87
arith eq adapter	71
arith-upper	91
memory	18.660000
max memory	26.190000

Expand

start[0.033s]
  (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price
  && not
     ((b.b_buys = [] && b.b_sells = [] || b.b_sells = []) || b.b_buys = [])
     && (if (List.length b.b_buys + List.length b.b_sells) >= 0
         then List.length b.b_buys + List.length b.b_sells else 0)
        >= 0
        && (if (List.length ….b_buys + List.length ….b_sells) >= 0
            then List.length ….b_buys + List.length ….b_sells else 0)
           >= 0
  ==> not
      ((List.hd
        (if (List.hd b.b_buys).o_qty -
            (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
             then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)
            = 0
         then List.tl b.b_buys
         else
           ({o_qty =
             (List.hd b.b_buys).o_qty -
             (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
              then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty);
             o_price = (List.hd b.b_buys).o_price; o_time = …; o_id = …;
             o_side = …; o_client_id = …; o_inst = …;
             o_is_implied = …}
            :: (List.tl b.b_buys)))).o_price
       >=
       (List.hd
        (if (List.hd b.b_sells).o_qty -
            (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
             then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)
            = 0
         then List.tl b.b_sells
         else
           ({o_qty =
             (List.hd b.b_sells).o_qty -
             (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
              then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty);
             o_price = (List.hd b.b_sells).o_price; o_time = …; o_id = …;
             o_side = …; o_client_id = …; o_inst = …;
             o_is_implied = …}
            :: (List.tl b.b_sells)))).o_price
       && not
          (((if (List.hd b.b_buys).o_qty -
                (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                 then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty)
                = 0
             then List.tl b.b_buys
             else
               {o_qty =
                (List.hd b.b_buys).o_qty -
                (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                 then (List.hd b.b_buys).o_qty else (List.hd b.b_sells).o_qty);
                o_price = (List.hd b.b_buys).o_price; o_time = …;
                o_id = …; o_side = …; o_client_id = …; o_inst = …;
                o_is_implied = …}
               :: (List.tl b.b_buys))
            = []
            && (if (List.hd b.b_sells).o_qty -
                   (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                    then (List.hd b.b_buys).o_qty
                    else (List.hd b.b_sells).o_qty)
                   = 0
                then List.tl b.b_sells
                else
                  {o_qty =
                   (List.hd b.b_sells).o_qty -
                   (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                    then (List.hd b.b_buys).o_qty
                    else (List.hd b.b_sells).o_qty);
                   o_price = (List.hd b.b_sells).o_price; o_time = …;
                   o_id = …; o_side = …; o_client_id = …; o_inst = …;
                   o_is_implied = …}
                  :: (List.tl b.b_sells))
               = []
            || (if (List.hd b.b_sells).o_qty -
                   (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                    then (List.hd b.b_buys).o_qty
                    else (List.hd b.b_sells).o_qty)
                   = 0
                then List.tl b.b_sells
                else
                  {o_qty =
                   (List.hd b.b_sells).o_qty -
                   (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                    then (List.hd b.b_buys).o_qty
                    else (List.hd b.b_sells).o_qty);
                   o_price = (List.hd b.b_sells).o_price; o_time = …;
                   o_id = …; o_side = …; o_client_id = …; o_inst = …;
                   o_is_implied = …}
                  :: (List.tl b.b_sells))
               = [])
           || (if (List.hd b.b_buys).o_qty -
                  (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                   then (List.hd b.b_buys).o_qty
                   else (List.hd b.b_sells).o_qty)
                  = 0
               then List.tl b.b_buys
               else
                 {o_qty =
                  (List.hd b.b_buys).o_qty -
                  (if (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty
                   then (List.hd b.b_buys).o_qty
                   else (List.hd b.b_sells).o_qty);
                  o_price = (List.hd b.b_buys).o_price; o_time = …;
                  o_id = …; o_side = …; o_client_id = …; o_inst = …;
                  o_is_implied = …}
                 :: (List.tl b.b_buys))
              = []))
      || Ordinal.( << )
         (Ordinal.Int
          (if (List.length ….b_buys + List.length ….b_sells) >= 0
           then List.length ….b_buys + List.length ….b_sells else 0))
         (Ordinal.Int
          (if (List.length b.b_buys + List.length b.b_sells) >= 0
           then List.length b.b_buys + List.length b.b_sells else 0))

simplify

into	(not ((List.hd (if (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_buys else ({o_qty = (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_buys)))).o_price >= (List.hd (if (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_sells else ({o_qty = (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_sells)))).o_price && not (((if (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_buys else {o_qty = (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_buys)) = [] \|\| (if (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_sells else {o_qty = (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_sells)) = []) \|\| (if (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_buys else {o_qty = (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_buys)) = [] && (if (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_sells else {o_qty = (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_sells)) = [])) \|\| Ordinal.( << ) (Ordinal.Int (if (List.length (if (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_buys else ({o_qty = (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_buys))) + List.length (if (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_sells else ({o_qty = (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_sells)))) >= 0 then List.length (if (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_buys else ({o_qty = (List.hd b.b_buys).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_buys))) + List.length (if (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty) = 0 then List.tl b.b_sells else ({o_qty = (List.hd b.b_sells).o_qty + -1 * (if (List.hd b.b_sells).o_qty <= (List.hd b.b_buys).o_qty then (List.hd b.b_sells).o_qty else (List.hd b.b_buys).o_qty); o_price = …; o_time = …; o_id = …; o_side = …; o_client_id = …; o_inst = …; o_is_implied = …} :: (List.tl b.b_sells))) else 0)) (Ordinal.Int (if (List.length b.b_buys + List.length b.b_sells) >= 0 then List.length b.b_buys + List.length b.b_sells else 0))) \|\| not (… >= … && not ((b.b_buys = [] \|\| b.b_sells = []) \|\| b.b_buys = [] && b.b_sells = []))
expansions	[]
rewrite_steps
forward_chaining

unroll

expr	(\|List.length_2390\| (b_sells_69 b_2401))
expansions

unroll
expr
(|List.length_2390| (b_buys_68 b_2401))
expansions

unroll

expr	(let ((a!1 (<= (o_qty_50 (\|get.::.0_2384\| (b_sells_69 b_2401))) (o_qty_50 (\|get.::.0_…
expansions

unroll

expr	(let ((a!1 (<= (o_qty_50 (\|get.::.0_2384\| (b_sells_69 b_2401))) (o_qty_50 (\|get.::.0_…
expansions

unroll

expr	(let ((a!1 (<= (o_qty_50 (\|get.::.0_2384\| (b_sells_69 b_2401))) (o_qty_50 (\|get.::.0_…
expansions

unsat

(let ((a!1 (* (- 1) (o_qty_50 (|get.::.0_2384| (b_sells_69 b_2401)))))
      (a!10 (* (- 1) (|List.l…

We now have a function that does something real - uncross_book (b : book) (fills : fill list) (filled_qty : int). Let's experiment how it works with some concrete values.

Try this!

In [6]:

let book1 = {
  b_buys = [
    (make BUY 100 55 1 (Outright OUT1) 1 false 1)
    ; (make BUY 100 50 2 (Outright OUT1) 1 false 1)
    ]
 ; b_sells = [
    (make BUY 100 54 3 (Outright OUT1) 1 false 1)
    ; (make BUY 100 54 4 (Outright OUT1) 1 false 1)
  ]
} in

uncross_book book1 [] 0

Out[6]:

- : uncross_res =
{uncrossed_book = <document>;
 uncrossed_fills =
  [{fill_client_id = 1; fill_qty = 100; fill_price = 54; fill_order_id = 3;
    fill_order_done = true};
   {fill_client_id = 1; fill_qty = 100; fill_price = 54; fill_order_id = 1;
    fill_order_done = true}];
 uncrossed_qty = 100}

M1 Mar21

Buys	Sells
50 (100)	54 (100)

2.3 A few verification goals¶

Let's try to verify some verification goals.

The first one will make sure that for an order book that is sorted (so the best bid/ask orders will be the first ones in their respective lists. Note: this is not based on the 'imbalance' of the order book, this is simply taking the midpointt of the most aggressive orders.

Try this!

In [7]:

(* Returns true if the orders are sorted with respect to price *)
let rec side_price_sorted (si : side) (orders : order list) =
  match orders with
  | [] -> true
  | x::[] -> true
  | x::y::xs ->
    if si = BUY then
      begin
        if y.o_price > x.o_price && x.o_price > 0 then false else (side_price_sorted si (y::xs))
      end
    else
      begin
        if y.o_price < x.o_price && y.o_price > 0 then false else (side_price_sorted si (y::xs))
      end
;;

(* Let's make sure all the fills have this price *)
let rec fills_good_price (fills : fill list) (p : int) = 
  match fills with
  | [] -> true
  | x::xs -> (x.fill_price = p) && (fills_good_price xs p)
;;

(** Let's to verify some properties *)
let fill_price_midpoint (b : book) =

  let buys_sorted = side_price_sorted BUY b.b_buys in
  let sells_sorted = side_price_sorted SELL b.b_sells in

  let result_good = 
    begin
      match b.b_buys, b.b_sells with
      | [], _ -> true
      | _, [] -> true
      | x::xs, y::ys ->
        let unc_res = uncross_book b [] 0 in
        if x.o_price >= y.o_price then
          let midprice = (x.o_price + y.o_price) / 2 in
          (List.length unc_res.uncrossed_fills) > 0 && (fills_good_price unc_res.uncrossed_fills midprice)
        else
          true
    end in

  (* This is the 'punchline'... if the sides are price-sorted, then the fills will be the first midpoint *)
  (buys_sorted && sells_sorted) ==> result_good
;;


verify fill_price_midpoint

Out[7]:

val side_price_sorted : side -> order list -> bool = <fun>
val fills_good_price : fill list -> int -> bool = <fun>
val fill_price_midpoint : book -> bool = <fun>
- : book -> bool = <fun>
module CX : sig val b : book end

termination proof

Termination proof

call `side_price_sorted si (List.tl orders)` from `side_price_sorted si orders`

original

side_price_sorted si orders

sub

side_price_sorted si (List.tl orders)

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not ((List.hd (List.tl orders)).o_price > (List.hd orders).o_price && (List.hd orders).o_price > 0) && si = BUY && not (orders <> [] && List.tl orders = []) && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.028s

details

Expand

smt_stats

num checks	8
arith-make-feasible	86
arith-max-columns	54
arith-conflicts	2
rlimit count	14965
arith-cheap-eqs	1
mk clause	82
datatype occurs check	55
mk bool var	518
arith-lower	52
datatype splits	111
decisions	164
arith-propagations	1
propagations	88
arith-bound-propagations-cheap	1
arith-max-rows	23
conflicts	11
datatype accessor ax	61
minimized lits	3
arith-bound-propagations-lp	3
datatype constructor ax	185
num allocs	1931349858
final checks	10
added eqs	795
del clause	40
arith eq adapter	36
arith-upper	74
memory	22.690000
max memory	26.190000

Expand

start[0.028s]
  not
  ((List.hd (List.tl orders)).o_price > (List.hd orders).o_price
   && (List.hd orders).o_price > 0)
  && si = BUY
     && not (orders <> [] && List.tl orders = [])
        && not (orders = [])
           && Ordinal.count orders >= 0
              && Ordinal.count (List.tl orders) >= 0
  ==> not
      (not
       ((List.hd (List.tl (List.tl orders))).o_price >
        (List.hd (List.tl orders)).o_price
        && (List.hd (List.tl orders)).o_price > 0)
       && si = BUY
          && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])
             && not (List.tl orders = []))
      && not
         (not
          ((List.hd (List.tl (List.tl orders))).o_price <
           (List.hd (List.tl orders)).o_price
           && (List.hd (List.tl (List.tl orders))).o_price > 0)
          && not (si = BUY)
             && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])
                && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not (((not (not ((List.hd (List.tl (List.tl orders))).o_price <= (List.hd (List.tl orders)).o_price) && not ((List.hd (List.tl orders)).o_price <= 0)) && si = BUY) && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])) && not (List.tl orders = [])) && not (((not (not ((List.hd (List.tl orders)).o_price <= (List.hd (List.tl (List.tl orders))).o_price) && not ((List.hd (List.tl (List.tl orders))).o_price <= 0)) && not (si = BUY)) && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])) && not (List.tl orders = []))) \|\| not (((((not (not ((List.hd (List.tl orders)).o_price <= (List.hd orders).o_price) && not ((List.hd orders).o_price <= 0)) && si = BUY) && not (orders <> [] && List.tl orders = [])) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2535| orders_2523)
expansions

unroll

expr	(\|count_`order list`_2535\| (\|get.::.1_2521\| orders_2523))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2535\| …
expansions

unsat

(let ((a!1 (|Ordinal.<<_102| (|Ordinal.Int_93| (|count_`order list`_2535|
                          …

call `side_price_sorted si (List.tl orders)` from `side_price_sorted si orders`

original

side_price_sorted si orders

sub

side_price_sorted si (List.tl orders)

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not ((List.hd (List.tl orders)).o_price < (List.hd orders).o_price && (List.hd (List.tl orders)).o_price > 0) && not (si = BUY) && not (orders <> [] && List.tl orders = []) && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.027s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	5
arith-make-feasible	98
arith-max-columns	58
arith-conflicts	2
rlimit count	7434
arith-cheap-eqs	2
mk clause	98
datatype occurs check	70
mk bool var	503
arith-lower	56
datatype splits	101
decisions	158
arith-propagations	1
propagations	99
interface eqs	5
arith-bound-propagations-cheap	1
arith-max-rows	27
conflicts	12
datatype accessor ax	57
minimized lits	3
datatype constructor ax	165
num allocs	1842427128
final checks	14
added eqs	721
del clause	60
arith eq adapter	43
arith-upper	83
memory	22.820000
max memory	26.190000

Expand

start[0.027s]
  not
  ((List.hd (List.tl orders)).o_price < (List.hd orders).o_price
   && (List.hd (List.tl orders)).o_price > 0)
  && not (si = BUY)
     && not (orders <> [] && List.tl orders = [])
        && not (orders = [])
           && Ordinal.count orders >= 0
              && Ordinal.count (List.tl orders) >= 0
  ==> not
      (not
       ((List.hd (List.tl (List.tl orders))).o_price >
        (List.hd (List.tl orders)).o_price
        && (List.hd (List.tl orders)).o_price > 0)
       && si = BUY
          && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])
             && not (List.tl orders = []))
      && not
         (not
          ((List.hd (List.tl (List.tl orders))).o_price <
           (List.hd (List.tl orders)).o_price
           && (List.hd (List.tl (List.tl orders))).o_price > 0)
          && not (si = BUY)
             && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])
                && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not (((not (not ((List.hd (List.tl (List.tl orders))).o_price <= (List.hd (List.tl orders)).o_price) && not ((List.hd (List.tl orders)).o_price <= 0)) && si = BUY) && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])) && not (List.tl orders = [])) && not (((not (not ((List.hd (List.tl orders)).o_price <= (List.hd (List.tl (List.tl orders))).o_price) && not ((List.hd (List.tl (List.tl orders))).o_price <= 0)) && not (si = BUY)) && not ((List.tl orders) <> [] && List.tl (List.tl orders) = [])) && not (List.tl orders = []))) \|\| not (((((not (not ((List.hd orders).o_price <= (List.hd (List.tl orders)).o_price) && not ((List.hd (List.tl orders)).o_price <= 0)) && not (si = BUY)) && not (orders <> [] && List.tl orders = [])) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2535| orders_2523)
expansions

unroll

expr	(\|count_`order list`_2535\| (\|get.::.1_2521\| orders_2523))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2535\| …
expansions

unsat

(let ((a!1 (ite (>= (o_price_51 (|get.::.0_2520| orders_2523)) 0)
                (o_price_51 (|get.…

termination proof

Termination proof

call `fills_good_price (List.tl fills) p` from `fills_good_price fills p`

original

fills_good_price fills p

sub

fills_good_price (List.tl fills) p

original ordinal

Ordinal.Int (Ordinal.count fills)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl fills))

path

[(List.hd fills).fill_price = p && not (fills = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	2
arith-make-feasible	59
arith-max-columns	44
arith-conflicts	2
rlimit count	3995
mk clause	62
datatype occurs check	44
mk bool var	154
arith-lower	32
datatype splits	8
decisions	56
propagations	62
interface eqs	2
arith-max-rows	20
conflicts	11
datatype accessor ax	7
datatype constructor ax	10
num allocs	1989196776
final checks	11
added eqs	126
del clause	37
arith eq adapter	30
arith-upper	54
memory	25.950000
max memory	26.190000

Expand

start[0.017s]
  (List.hd fills).fill_price = p
  && not (fills = [])
     && Ordinal.count fills >= 0 && Ordinal.count (List.tl fills) >= 0
  ==> not
      ((List.hd (List.tl fills)).fill_price = p && not (List.tl fills = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl fills)))
         (Ordinal.Int (Ordinal.count fills))

simplify

into	(not ((List.hd (List.tl fills)).fill_price = p && not (List.tl fills = [])) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl fills))) (Ordinal.Int (Ordinal.count fills))) \|\| not ((((List.hd fills).fill_price = p && not (fills = [])) && Ordinal.count fills >= 0) && Ordinal.count (List.tl fills) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`fill list`_2567| fills_2556)
expansions

unroll

expr	(\|count_`fill list`_2567\| (\|get.::.1_2555\| fills_2556))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`fill list`_2567\| …
expansions

unsat

(let ((a!1 (|Ordinal.<<_102| (|Ordinal.Int_93| (|count_`fill list`_2567|
                           …

Counterexample (after 6 steps, 0.033s):
 let (b : book) =
   {b_buys =
     [{o_qty = 45162; o_price = (-92214); o_time = 3; o_id = 4; o_side = BUY;
       o_client_id = 5; o_inst = (Strategy (STRAT1)); o_is_implied = true}];
    b_sells =
     [{o_qty = 45163; o_price = (-92214); o_time = 21; o_id = 13;
       o_side = BUY; o_client_id = 14; o_inst = (Strategy (STRAT1));
       o_is_implied = true}]}

Refuted

call graph
proof

digraph "call graph" {
goal [label="not\l((((b.b_sells = [] \|\| b.b_buys = [])\l   \|\| not (List.length (uncross_book b [] 0).uncrossed_fills \<= 0)\l      && fills_good_price (uncross_book b [] 0).uncrossed_fills\l         (((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2))\l  \|\| not ((List.hd b.b_buys).o_price \>= (List.hd b.b_sells).o_price))\l \|\| not (side_price_sorted BUY b.b_buys && side_price_sorted SELL b.b_sells))",shape=box,style=filled,color="cyan",fontname="courier",fontsize=14];
goal -> call_56 [label="calls"];
goal -> call_60 [label="calls"];
goal -> call_61 [label="calls"];
goal -> call_47 [label="calls"];
goal -> call_44 [label="calls"];
call_56 [label="fills_good_price (uncross_book b [] 0).uncrossed_fills\l(((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_56 -> call_986 [label="calls"];
call_60 [label="side_price_sorted BUY b.b_buys",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_60 -> call_749 [label="calls"];
call_60 -> call_749 [label="calls"];
call_61 [label="side_price_sorted SELL b.b_sells",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_61 -> call_484 [label="calls"];
call_61 -> call_484 [label="calls"];
call_47 [label="List.length (uncross_book b [] 0).uncrossed_fills",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_47 -> call_1523 [label="calls"];
call_44 [label="uncross_book b [] 0",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_44 -> call_433 [label="calls"];
call_44 -> call_1213 [label="calls"];
call_986 [label="fills_good_price (List.tl (uncross_book b [] 0).uncrossed_fills)\l(((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_749 [label="side_price_sorted BUY (List.tl b.b_buys)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_484 [label="side_price_sorted SELL (List.tl b.b_sells)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1523 [label="List.length (List.tl (uncross_book b [] 0).uncrossed_fills)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_433 [label="uncross_book\l\{b_buys =\l if (List.hd ….b_buys).o_qty\l    + -1\l      * (if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l         then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)\l    = 0\l then List.tl ….b_buys else … :: (List.tl ….b_buys);\l b_sells =\l if (List.hd ….b_sells).o_qty\l    + -1\l      * (if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l         then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)\l    = 0\l then List.tl ….b_sells else … :: (List.tl ….b_sells)\}\l(if (List.hd ….b_sells).o_is_implied\l then if (List.hd ….b_buys).o_is_implied then [] else […]\l else\l   (\{fill_client_id = …; fill_qty = …; fill_price = …;\l     fill_order_id = …; fill_order_done = true\}\l    :: (if (List.hd ….b_buys).o_is_implied then [] else […])))\l(if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_433 -> call_1739 [label="calls"];
call_433 -> call_1579 [label="calls"];
call_1213 [label="adjust_fill_prices (List.tl []) (List.hd []).fill_price",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1739 [label="uncross_book\l\{b_buys =\l if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_qty\l    + -1\l      * (if (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l            \<=\l            (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l         then\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty\l         else\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty)\l    = 0\l then\l   List.tl\l   (if ….o_qty\l       + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l       0\l    then … else …)\l else\l   … ::\l   (List.tl\l    (if ….o_qty\l        + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l        0\l     then … else …));\l b_sells =\l if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_qty\l    + -1\l      * (if (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l            \<=\l            (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l         then\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty\l         else\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty)\l    = 0\l then\l   List.tl\l   (if ….o_qty\l       + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l       0\l    then … else …)\l else\l   … ::\l   (List.tl\l    (if ….o_qty\l        + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l        0\l     then … else …))\}\l(if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_is_implied\l then\l   if (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_is_implied\l   then if ….o_is_implied then … else … else … :: …\l else\l   (\{fill_client_id = …; fill_qty = …; fill_price = …;\l     fill_order_id = …; fill_order_done = true\}\l    ::\l    (if (List.hd\l         (if ….o_qty\l             + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l             = 0\l          then … else …)).o_is_implied\l     then … else (… :: …))))\l((if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l + (if (List.hd\l        (if ….o_qty\l            + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l            = 0\l         then … else …)).o_qty\l       \<=\l       (List.hd\l        (if ….o_qty\l            + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l            = 0\l         then … else …)).o_qty\l    then\l      (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_qty\l    else\l      (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_qty))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1579 [label="adjust_fill_prices\l(List.tl\l (if (List.hd b.b_sells).o_is_implied\l  then if (List.hd b.b_buys).o_is_implied then [] else […]\l  else\l    (\{fill_client_id = …; fill_qty = …; fill_price = …;\l      fill_order_id = …; fill_order_done = true\}\l     :: (if (List.hd b.b_buys).o_is_implied then [] else […]))))\l(List.hd\l (if (List.hd b.b_sells).o_is_implied\l  then if (List.hd b.b_buys).o_is_implied then [] else […]\l  else\l    (\{fill_client_id = …; fill_qty = …; fill_price = …;\l      fill_order_id = …; fill_order_done = true\}\l     :: (if (List.hd b.b_buys).o_is_implied then [] else […])))).fill_price",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
}

proof attempt

ground_instances

definitions

inductions

search_time

0.033s

details

Expand

smt_stats

num checks	13
arith-assume-eqs	24
arith-make-feasible	105
arith-max-columns	51
arith-conflicts	1
rlimit count	17569
arith-gcd-calls	1
arith-cheap-eqs	97
mk clause	299
datatype occurs check	320
mk bool var	1339
arith-lower	94
arith-diseq	17
datatype splits	295
decisions	427
arith-propagations	9
propagations	332
arith-patches	1
interface eqs	23
arith-bound-propagations-cheap	9
arith-max-rows	28
conflicts	19
datatype accessor ax	160
arith-bound-propagations-lp	5
datatype constructor ax	480
num allocs	2057825584
final checks	48
added eqs	2489
del clause	130
arith eq adapter	67
arith-upper	87
arith-branch	1
memory	29.810000
max memory	29.810000

Expand

start[0.033s]
  side_price_sorted BUY :var_0:.b_buys
  && side_price_sorted SELL :var_0:.b_sells
  ==> (if :var_0:.b_buys = [] then true
       else
       if :var_0:.b_sells = [] then true
       else
       if (List.hd :var_0:.b_buys).o_price >=
          (List.hd :var_0:.b_sells).o_price
       then List.length … > 0 && fills_good_price … … else true)

simplify

into	(((:var_0:.b_sells = [] \|\| :var_0:.b_buys = []) \|\| not (List.length (uncross_book :var_0: [] 0).uncrossed_fills <= 0) && fills_good_price (uncross_book :var_0: [] 0).uncrossed_fills (((List.hd :var_0:.b_buys).o_price + (List.hd :var_0:.b_sells).o_price) / 2)) \|\| not ((List.hd :var_0:.b_buys).o_price >= (List.hd :var_0:.b_sells).o_price)) \|\| not (side_price_sorted BUY :var_0:.b_buys && side_price_sorted SELL :var_0:.b_sells)
expansions	[]
rewrite_steps
forward_chaining

unroll

expr	(side_price_sorted_191 SELL_16 (b_sells_69 b_215))
expansions

unroll

expr	(side_price_sorted_191 BUY_15 (b_buys_68 b_215))
expansions

unroll

expr	(let ((a!1 (+ (o_price_51 (\|get.::.0_2594\| (b_buys_68 b_215))) (o_price_51 (\|get.::.0_…
expansions

unroll
expr
(uncross_book_168 b_215 |[]_2| 0)
expansions

unroll

expr	(\|List.length_2601\| (uncrossed_fills_123 (uncross_book_168 b_215 \|[]_2\| 0)))
expansions

unroll

expr	(let ((a!1 (<= (o_qty_50 (\|get.::.0_2594\| (b_sells_69 b_215))) (o_qty_50 (\|get.::.0_2…
expansions

Sat (Some let (b : book) = {b_buys = [{o_qty = 45162; o_price = (-92214); o_time = 3; o_id = 4; o_side = BUY; o_client_id = 5; o_inst = (Strategy (STRAT1)); o_is_implied = true}]; b_sells = [{o_qty = 45163; o_price = (-92214); o_time = 21; o_id = 13; o_side = BUY; o_client_id = 14; o_inst = (Strategy (STRAT1)); o_is_implied = true}]} )

digraph "proof" {
p_309 [label="Start (side_price_sorted BUY :var_0:.b_buys\l       && side_price_sorted SELL :var_0:.b_sells\l       ==\> (if :var_0:.b_buys = [] then true\l            else\l            if :var_0:.b_sells = [] then true\l            else\l            if (List.hd :var_0:.b_buys).o_price \>=\l               (List.hd :var_0:.b_sells).o_price\l            then List.length … \> 0 && fills_good_price … … else true)\l       :time 0.033s)",shape=box,style=filled,fontname="courier",fontsize=14];
p_309 -> p_308 [label=""];
p_308 [label="Simplify ((((:var_0:.b_sells = [] \|\| :var_0:.b_buys = [])\l            \|\| not\l               (List.length (uncross_book :var_0: [] 0).uncrossed_fills \<= 0)\l               && fills_good_price\l                  (uncross_book :var_0: [] 0).uncrossed_fills\l                  (((List.hd :var_0:.b_buys).o_price\l                    + (List.hd :var_0:.b_sells).o_price)\l                   / 2))\l           \|\| not\l              ((List.hd :var_0:.b_buys).o_price \>=\l               (List.hd :var_0:.b_sells).o_price))\l          \|\| not\l             (side_price_sorted BUY :var_0:.b_buys\l              && side_price_sorted SELL :var_0:.b_sells)\l          :expansions [] :rw [] :fc [])",shape=box,style=filled,fontname="courier",fontsize=14];
p_308 -> p_307 [label=""];
p_307 [label="Unroll ([side_price_sorted SELL b.b_sells], [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_307 -> p_306 [label=""];
p_306 [label="Unroll ([side_price_sorted BUY b.b_buys], [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_306 -> p_305 [label=""];
p_305 [label="Unroll ([fills_good_price (uncross_book b [] 0).uncrossed_fills\l         (((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2)],\l        [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_305 -> p_304 [label=""];
p_304 [label="Unroll ([uncross_book b [] 0], [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_304 -> p_303 [label=""];
p_303 [label="Unroll ([List.length (uncross_book b [] 0).uncrossed_fills], [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_303 -> p_302 [label=""];
p_302 [label="Unroll ([uncross_book\l         \{b_buys =\l          if (List.hd ….b_buys).o_qty\l             + -1\l               * (if (List.hd ….b_sells).o_qty \<=\l                     (List.hd ….b_buys).o_qty\l                  then (List.hd ….b_sells).o_qty\l                  else (List.hd ….b_buys).o_qty)\l             = 0\l          then List.tl ….b_buys else … :: (List.tl ….b_buys);\l          b_sells =\l          if (List.hd ….b_sells).o_qty\l             + -1\l               * (if (List.hd ….b_sells).o_qty \<=\l                     (List.hd ….b_buys).o_qty\l                  then (List.hd ….b_sells).o_qty\l                  else (List.hd ….b_buys).o_qty)\l             = 0\l          then List.tl ….b_sells else … :: (List.tl ….b_sells)\}\l         (if (List.hd ….b_sells).o_is_implied\l          then if (List.hd ….b_buys).o_is_implied then [] else […]\l          else\l            (\{fill_client_id = …; fill_qty = …; fill_price = …;\l              fill_order_id = …; fill_order_done = true\}\l             :: (if (List.hd ….b_buys).o_is_implied then [] else […])))\l         (if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l          then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)],\l        [[]])",shape=box,style=filled,fontname="courier",fontsize=14];
p_302 -> p_301 [label=""];
p_301 [label="Sat (Some  let (b : book) =\l   \{b_buys =\l     [\{o_qty = 45162; o_price = (-92214); o_time = 3; o_id = 4; o_side = BUY;\l       o_client_id = 5; o_inst = (Strategy (STRAT1)); o_is_implied = true\}];\l    b_sells =\l     [\{o_qty = 45163; o_price = (-92214); o_time = 21; o_id = 13;\l       o_side = BUY; o_client_id = 14; o_inst = (Strategy (STRAT1));\l       o_is_implied = true\}]\}\l)",shape=box,style=filled,fontname="courier",fontsize=14];
}

Our second verification goal will look to make sure that no quantities are lost during uncrossing. Note that no fills are generated for implied orders (there's a different mechanism for that), so when we look at the book we will only consider outright orders. Note that o_qty represents the residual order quantity - for this demo, we do not differentiate between original, filled and residual order quantity. When order is created, the qty is set to that number and is decreased when filled.

Try this!

In [8]:

(* All no quantities get lost during uncross *)
let no_lost_qtys (b : book) = 
  
  let rec qtys_pos_nonimp = function
    | [] -> true
    | x::xs -> x.o_qty >= 0 && not x.o_is_implied && (qtys_pos_nonimp xs) in

  let rec sum_qtys = function
    | [] -> 0
    | x::xs -> x.o_qty + (sum_qtys xs) in

  let rec sum_fill_qtys = function
    | [] -> 0
    | x::xs -> x.fill_qty + (sum_fill_qtys xs) in

  let unc_res = uncross_book b [] 0 in
  
  (* We need to make sure the book is non-negative *)
  let book_nonneg_nonimp = (qtys_pos_nonimp b.b_buys) && (qtys_pos_nonimp b.b_sells) in

  (* Let's sum up all of the quantities of orders before the uncross *)
  let count_before = (sum_qtys b.b_buys) + (sum_qtys b.b_sells) in
  
  (* And after *)
  let count_after = (sum_qtys unc_res.uncrossed_book.b_buys) + 
                    (sum_qtys unc_res.uncrossed_book.b_sells) +
                    (sum_fill_qtys unc_res.uncrossed_fills) in

  book_nonneg_nonimp ==> (count_before = count_after)
;;

verify ~upto:15 no_lost_qtys

Out[8]:

val no_lost_qtys : book -> bool = <fun>
- : book -> bool = <fun>

termination proof

Termination proof

call `recfun.no_lost_qtys.qtys_pos_nonimp.0 (List.tl _x)` from `recfun.no_lost_qtys.qtys_pos_nonimp.0 _x`

original

recfun.no_lost_qtys.qtys_pos_nonimp.0 _x

sub

recfun.no_lost_qtys.qtys_pos_nonimp.0 (List.tl _x)

original ordinal

Ordinal.Int (Ordinal.count _x)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl _x))

path

[not (List.hd _x).o_is_implied && (List.hd _x).o_qty >= 0 && not (_x = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.060s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	4
arith-make-feasible	64
arith-max-columns	51
arith-conflicts	2
rlimit count	5222
mk clause	71
datatype occurs check	49
mk bool var	346
arith-lower	33
datatype splits	63
decisions	83
propagations	51
interface eqs	4
arith-max-rows	23
conflicts	9
datatype accessor ax	44
datatype constructor ax	110
num allocs	2115031205
final checks	13
added eqs	452
del clause	48
arith eq adapter	31
arith-upper	59
memory	32.900000
max memory	32.900000

Expand

start[0.060s]
  not (List.hd _x).o_is_implied
  && (List.hd _x).o_qty >= 0
     && not (_x = [])
        && Ordinal.count _x >= 0 && Ordinal.count (List.tl _x) >= 0
  ==> not
      (not (List.hd (List.tl _x)).o_is_implied
       && (List.hd (List.tl _x)).o_qty >= 0 && not (List.tl _x = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x)))
         (Ordinal.Int (Ordinal.count _x))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x))) (Ordinal.Int (Ordinal.count _x)) \|\| not ((not (List.hd (List.tl _x)).o_is_implied && (List.hd (List.tl _x)).o_qty >= 0) && not (List.tl _x = []))) \|\| not ((((not (List.hd _x).o_is_implied && (List.hd _x).o_qty >= 0) && not (_x = [])) && Ordinal.count _x >= 0) && Ordinal.count (List.tl _x) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2688| _x_2679)
expansions

unroll

expr	(\|count_`order list`_2688\| (\|get.::.1_2678\| _x_2679))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2688\| …
expansions

unsat

(let ((a!1 (ite (>= (o_price_51 (|get.::.0_2677| _x_2679)) 0)
                (o_price_51 (|get.::.0…

termination proof

Termination proof

call `recfun.no_lost_qtys.sum_qtys.1 (List.tl _x)` from `recfun.no_lost_qtys.sum_qtys.1 _x`

original

recfun.no_lost_qtys.sum_qtys.1 _x

sub

recfun.no_lost_qtys.sum_qtys.1 (List.tl _x)

original ordinal

Ordinal.Int (Ordinal.count _x)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl _x))

path

[not (_x = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	94
arith-max-columns	46
arith-conflicts	9
rlimit count	10601
mk clause	94
datatype occurs check	46
mk bool var	329
arith-lower	73
arith-diseq	4
datatype splits	46
decisions	92
arith-propagations	2
propagations	90
interface eqs	1
arith-bound-propagations-cheap	2
arith-max-rows	16
conflicts	22
datatype accessor ax	33
minimized lits	8
arith-bound-propagations-lp	7
datatype constructor ax	75
num allocs	2220061063
final checks	10
added eqs	384
del clause	49
arith eq adapter	54
arith-upper	68
memory	33.230000
max memory	33.230000

Expand

start[0.017s]
  not (_x = []) && Ordinal.count _x >= 0 && Ordinal.count (List.tl _x) >= 0
  ==> List.tl _x = []
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x)))
         (Ordinal.Int (Ordinal.count _x))

simplify

into	(not ((not (_x = []) && Ordinal.count _x >= 0) && Ordinal.count (List.tl _x) >= 0) \|\| List.tl _x = []) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x))) (Ordinal.Int (Ordinal.count _x))
expansions	[]
rewrite_steps
forward_chaining

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2707\| …
expansions

unroll

expr	(\|count_`order list`_2707\| (\|get.::.1_2678\| _x_2702))
expansions

unroll
expr
(|count_`order list`_2707| _x_2702)
expansions

unsat

(let ((a!1 (ite (>= (o_qty_50 (|get.::.0_2677| _x_2702)) 0)
                (o_qty_50 (|get.::.0_267…

termination proof

Termination proof

call `recfun.no_lost_qtys.sum_fill_qtys.2 (List.tl _x)` from `recfun.no_lost_qtys.sum_fill_qtys.2 _x`

original

recfun.no_lost_qtys.sum_fill_qtys.2 _x

sub

recfun.no_lost_qtys.sum_fill_qtys.2 (List.tl _x)

original ordinal

Ordinal.Int (Ordinal.count _x)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl _x))

path

[not (_x = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.016s

details

Expand

smt_stats

num checks	8
arith-make-feasible	27
arith-max-columns	37
arith-conflicts	2
rlimit count	13756
mk clause	39
datatype occurs check	36
mk bool var	114
arith-lower	13
datatype splits	6
decisions	27
propagations	23
arith-max-rows	11
conflicts	9
datatype accessor ax	7
datatype constructor ax	10
num allocs	2322130082
final checks	9
added eqs	75
del clause	12
arith eq adapter	11
arith-upper	21
memory	33.190000
max memory	33.230000

Expand

start[0.016s]
  not (_x = []) && Ordinal.count _x >= 0 && Ordinal.count (List.tl _x) >= 0
  ==> List.tl _x = []
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x)))
         (Ordinal.Int (Ordinal.count _x))

simplify

into	(not ((not (_x = []) && Ordinal.count _x >= 0) && Ordinal.count (List.tl _x) >= 0) \|\| List.tl _x = []) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl _x))) (Ordinal.Int (Ordinal.count _x))
expansions	[]
rewrite_steps
forward_chaining

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`fill list`_2730\| …
expansions

unroll

expr	(\|count_`fill list`_2730\| (\|get.::.1_2724\| _x_2725))
expansions

unroll
expr
(|count_`fill list`_2730| _x_2725)
expansions

unsat

(let ((a!1 (ite (>= (fill_client_id_116 (|get.::.0_2723| _x_2725)) 0)
                (fill_client_i…

Proved up to 15 steps

digraph "call graph" {
goal [label="not\l(not\l (recfun.no_lost_qtys.qtys_pos_nonimp.0 b.b_buys\l  && recfun.no_lost_qtys.qtys_pos_nonimp.0 b.b_sells)\l \|\| recfun.no_lost_qtys.sum_qtys.1 b.b_buys\l    + recfun.no_lost_qtys.sum_qtys.1 b.b_sells =\l    (recfun.no_lost_qtys.sum_qtys.1\l     (uncross_book b … 0).uncrossed_book.b_buys\l     + recfun.no_lost_qtys.sum_qtys.1\l       (uncross_book b … 0).uncrossed_book.b_sells)\l    + recfun.no_lost_qtys.sum_fill_qtys.2\l      (uncross_book b … 0).uncrossed_fills)",shape=box,style=filled,color="cyan",fontname="courier",fontsize=14];
goal -> call_45 [label="calls"];
goal -> call_32 [label="calls"];
goal -> call_49 [label="calls"];
goal -> call_47 [label="calls"];
goal -> call_42 [label="calls"];
goal -> call_33 [label="calls"];
goal -> call_39 [label="calls"];
goal -> call_40 [label="calls"];
call_45 [label="recfun.no_lost_qtys.sum_qtys.1 (uncross_book … … 0).uncrossed_book.b_buys",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_45 -> call_1340 [label="calls"];
call_32 [label="recfun.no_lost_qtys.qtys_pos_nonimp.0 b.b_buys",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_32 -> call_1834 [label="calls"];
call_49 [label="recfun.no_lost_qtys.sum_fill_qtys.2 (uncross_book b [] 0).uncrossed_fills",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_49 -> call_241 [label="calls"];
call_47 [label="recfun.no_lost_qtys.sum_qtys.1\l(uncross_book … … 0).uncrossed_book.b_sells",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_47 -> call_452 [label="calls"];
call_42 [label="uncross_book b [] 0",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_42 -> call_922 [label="calls"];
call_42 -> call_952 [label="calls"];
call_33 [label="recfun.no_lost_qtys.qtys_pos_nonimp.0 b.b_sells",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_33 -> call_1519 [label="calls"];
call_39 [label="recfun.no_lost_qtys.sum_qtys.1 b.b_buys",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_39 -> call_1440 [label="calls"];
call_40 [label="recfun.no_lost_qtys.sum_qtys.1 b.b_sells",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_40 -> call_800 [label="calls"];
call_1340 [label="recfun.no_lost_qtys.sum_qtys.1\l(List.tl (uncross_book … … 0).uncrossed_book.b_buys)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_1340 -> call_1698 [label="calls"];
call_1834 [label="recfun.no_lost_qtys.qtys_pos_nonimp.0 (List.tl b.b_buys)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_241 [label="recfun.no_lost_qtys.sum_fill_qtys.2\l(List.tl (uncross_book b [] 0).uncrossed_fills)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_241 -> call_1976 [label="calls"];
call_452 [label="recfun.no_lost_qtys.sum_qtys.1\l(List.tl (uncross_book … … 0).uncrossed_book.b_sells)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_452 -> call_1513 [label="calls"];
call_922 [label="adjust_fill_prices (List.tl []) (List.hd []).fill_price",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_922 -> call_3368 [label="calls"];
call_952 [label="uncross_book\l\{b_buys =\l if (List.hd ….b_buys).o_qty\l    + -1\l      * (if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l         then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)\l    = 0\l then List.tl ….b_buys else … :: (List.tl ….b_buys);\l b_sells =\l if (List.hd ….b_sells).o_qty\l    + -1\l      * (if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l         then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)\l    = 0\l then List.tl ….b_sells else … :: (List.tl ….b_sells)\}\l(if (List.hd ….b_sells).o_is_implied\l then if (List.hd ….b_buys).o_is_implied then [] else […]\l else\l   (\{fill_client_id = …; fill_qty = …; fill_price = …;\l     fill_order_id = …; fill_order_done = true\}\l    :: (if (List.hd ….b_buys).o_is_implied then [] else […])))\l(if (List.hd ….b_sells).o_qty \<= (List.hd ….b_buys).o_qty\l then (List.hd ….b_sells).o_qty else (List.hd ….b_buys).o_qty)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_952 -> call_2142 [label="calls"];
call_952 -> call_2675 [label="calls"];
call_1519 [label="recfun.no_lost_qtys.qtys_pos_nonimp.0 (List.tl b.b_sells)",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1440 [label="recfun.no_lost_qtys.sum_qtys.1 (List.tl b.b_buys)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_1440 -> call_2514 [label="calls"];
call_800 [label="recfun.no_lost_qtys.sum_qtys.1 (List.tl b.b_sells)",shape=box,style=filled,color="green",fontname="courier",fontsize=14];
call_800 -> call_2346 [label="calls"];
call_1698 [label="recfun.no_lost_qtys.sum_qtys.1\l(List.tl (List.tl (uncross_book … … 0).uncrossed_book.b_buys))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1976 [label="recfun.no_lost_qtys.sum_fill_qtys.2\l(List.tl (List.tl (uncross_book b [] 0).uncrossed_fills))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_1513 [label="recfun.no_lost_qtys.sum_qtys.1\l(List.tl (List.tl (uncross_book … … 0).uncrossed_book.b_sells))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_3368 [label="adjust_fill_prices (List.tl (List.tl [])) (List.hd []).fill_price",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_2142 [label="adjust_fill_prices\l(List.tl\l (if (List.hd b.b_sells).o_is_implied\l  then if (List.hd b.b_buys).o_is_implied then [] else […]\l  else\l    (\{fill_client_id = …; fill_qty = …; fill_price = …;\l      fill_order_id = …; fill_order_done = true\}\l     :: (if (List.hd b.b_buys).o_is_implied then [] else […]))))\l(List.hd\l (if (List.hd b.b_sells).o_is_implied\l  then if (List.hd b.b_buys).o_is_implied then [] else […]\l  else\l    (\{fill_client_id = …; fill_qty = …; fill_price = …;\l      fill_order_id = …; fill_order_done = true\}\l     :: (if (List.hd b.b_buys).o_is_implied then [] else […])))).fill_price",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_2675 [label="uncross_book\l\{b_buys =\l if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_qty\l    + -1\l      * (if (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l            \<=\l            (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l         then\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty\l         else\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty)\l    = 0\l then\l   List.tl\l   (if ….o_qty\l       + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l       0\l    then … else …)\l else\l   … ::\l   (List.tl\l    (if ….o_qty\l        + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l        0\l     then … else …));\l b_sells =\l if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_qty\l    + -1\l      * (if (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l            \<=\l            (List.hd\l             (if ….o_qty\l                 + -1\l                   * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                 = 0\l              then … else …)).o_qty\l         then\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty\l         else\l           (List.hd\l            (if ….o_qty\l                + -1\l                  * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l                = 0\l             then … else …)).o_qty)\l    = 0\l then\l   List.tl\l   (if ….o_qty\l       + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l       0\l    then … else …)\l else\l   … ::\l   (List.tl\l    (if ….o_qty\l        + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l        0\l     then … else …))\}\l(if (List.hd\l     (if ….o_qty\l         + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) = \l         0\l      then … else …)).o_is_implied\l then\l   if (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_is_implied\l   then if ….o_is_implied then … else … else … :: …\l else\l   (\{fill_client_id = …; fill_qty = …; fill_price = …;\l     fill_order_id = …; fill_order_done = true\}\l    ::\l    (if (List.hd\l         (if ….o_qty\l             + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l             = 0\l          then … else …)).o_is_implied\l     then … else (… :: …))))\l((if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l + (if (List.hd\l        (if ….o_qty\l            + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l            = 0\l         then … else …)).o_qty\l       \<=\l       (List.hd\l        (if ….o_qty\l            + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty)\l            = 0\l         then … else …)).o_qty\l    then\l      (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_qty\l    else\l      (List.hd\l       (if ….o_qty\l           + -1 * (if ….o_qty \<= ….o_qty then ….o_qty else ….o_qty) =\l           0\l        then … else …)).o_qty))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_2514 [label="recfun.no_lost_qtys.sum_qtys.1 (List.tl (List.tl b.b_buys))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
call_2346 [label="recfun.no_lost_qtys.sum_qtys.1 (List.tl (List.tl b.b_sells))",shape=box,style=filled,color="yellow",fontname="courier",fontsize=14];
}

2.4 Test generation¶

First, we will decompose the function and then generate test cases for it.

Try this!

In [9]:

(* This is a 'side_condition' function that tells decomposition that we're only interested in cases where the 
initial fills are empty *)
let cond (b : book) (fills : fill list) (filled_qty : int) =
 fills = [] && filled_qty = 0
;;

let d = Modular_decomp.top ~assuming:"cond" "uncross_book" ~prune:true [@@program];;

Out[9]:

val cond : book -> fill list -> int -> bool = <fun>
val d : Top_result.modular_decomposition =
  {Imandra_interactive.Modular_decomp.MD.md_session = 1i;
   md_f =
    {Imandra_surface.Uid.name = "uncross_book"; id = <abstr>;
     special_tag = <abstr>; namespace = <abstr>;
     chash = Some eHLeDDanbjrrHoV+b7+1bMjrWyYC+oVdp/j3tBXPMd4;
     depth = (4i, 6i)};
   md_args = [(b : book); (fills : fill list); (filled_qty : int)];
   md_regions = <abstr>}

Voronoi (16 of 16)
Table

{
  "regions": [
    {
      "constraints": [ "filled_qty = 0", "fills = []" ],
      "region": null,
      "groups": [
        {
          "constraints": [
            "filled_qty = 0", "fills = []",
            "(List.hd b.b_sells).o_price > (List.hd b.b_buys).o_price"
          ],
          "region": {
            "constraints": [
              "fills = []", "filled_qty = 0",
              "(List.hd b.b_sells).o_price > (List.hd b.b_buys).o_price"
            ],
            "invariant":
              "F = uncross_res.{ uncrossed_book = b ; uncrossed_fills = fills ; uncrossed_qty = filled_qty }"
          },
          "groups": [],
          "label": "4",
          "weight": 1
        },
        {
          "constraints": [
            "filled_qty = 0", "fills = []", "b.b_sells = []",
            "b.b_buys <> []"
          ],
          "region": {
            "constraints": [
              "fills = []", "filled_qty = 0", "b.b_sells = []",
              "b.b_buys <> []"
            ],
            "invariant":
              "F = uncross_res.{ uncrossed_book = b ; uncrossed_fills = fills ; uncrossed_qty = filled_qty }"
          },
          "groups": [],
          "label": "3.1",
          "weight": 1
        },
        {
          "constraints": [ "filled_qty = 0", "fills = []", "b.b_buys = []" ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "filled_qty = 0", "fills = []", "b.b_buys = []",
                "b.b_sells = []"
              ],
              "region": {
                "constraints": [
                  "fills = []", "filled_qty = 0", "b.b_sells = []",
                  "b.b_buys = []"
                ],
                "invariant":
                  "F = uncross_res.{ uncrossed_book = b ; uncrossed_fills = fills ; uncrossed_qty = filled_qty }"
              },
              "groups": [],
              "label": "2.2",
              "weight": 1
            },
            {
              "constraints": [
                "filled_qty = 0", "fills = []", "b.b_buys = []",
                "b.b_sells <> []"
              ],
              "region": {
                "constraints": [
                  "fills = []", "filled_qty = 0", "b.b_sells <> []",
                  "b.b_buys = []"
                ],
                "invariant":
                  "F = uncross_res.{ uncrossed_book = b ; uncrossed_fills = fills ; uncrossed_qty = filled_qty }"
              },
              "groups": [],
              "label": "2.1",
              "weight": 1
            }
          ],
          "label": "",
          "weight": 2
        },
        {
          "constraints": [
            "filled_qty = 0", "fills = []",
            "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "filled_qty = 0", "fills = []",
                "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                "not (List.hd b.b_buys).o_is_implied",
                "not (List.hd b.b_sells).o_is_implied"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "not (List.hd b.b_buys).o_is_implied",
                    "not (List.hd b.b_sells).o_is_implied",
                    "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "not (List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.cons     order.{     o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty     ; o_price = (List.hd b.b_sells).o_price     ; o_time = (List.hd b.b_sells).o_time     ; o_id = (List.hd b.b_sells).o_id     ; o_side = (List.hd b.b_sells).o_side     ; o_client_id = (List.hd b.b_sells).o_client_id     ; o_inst = (List.hd b.b_sells).o_inst     ; o_is_implied = (List.hd b.b_sells).o_is_implied     } (List.tl b.b_sells) } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_buys).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  }  (List.cons   fill.{   fill_client_id = (List.hd b.b_buys).o_client_id   ; fill_qty = (List.hd b.b_buys).o_qty   ; fill_price =       ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2   ; fill_order_id = (List.hd b.b_buys).o_id   ; fill_order_done = true   } fills)) (filled_qty + (List.hd b.b_buys).o_qty)"
                  },
                  "groups": [],
                  "label": "1.3",
                  "weight": 1
                },
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "not (List.hd b.b_buys).o_is_implied",
                    "not (List.hd b.b_sells).o_is_implied",
                    "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "not (List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.cons   order.{   o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty   ; o_price = (List.hd b.b_buys).o_price   ; o_time = (List.hd b.b_buys).o_time   ; o_id = (List.hd b.b_buys).o_id   ; o_side = (List.hd b.b_buys).o_side   ; o_client_id = (List.hd b.b_buys).o_client_id   ; o_inst = (List.hd b.b_buys).o_inst   ; o_is_implied = (List.hd b.b_buys).o_is_implied   } (List.tl b.b_buys) ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  }  (List.cons   fill.{   fill_client_id = (List.hd b.b_buys).o_client_id   ; fill_qty = (List.hd b.b_sells).o_qty   ; fill_price =       ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2   ; fill_order_id = (List.hd b.b_buys).o_id   ; fill_order_done = true   } fills)) (filled_qty + (List.hd b.b_sells).o_qty)"
                  },
                  "groups": [],
                  "label": "1.2",
                  "weight": 1
                },
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "not (List.hd b.b_buys).o_is_implied",
                    "not (List.hd b.b_sells).o_is_implied",
                    "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                    "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "not (List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  }  (List.cons   fill.{   fill_client_id = (List.hd b.b_buys).o_client_id   ; fill_qty = (List.hd b.b_sells).o_qty   ; fill_price =       ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2   ; fill_order_id = (List.hd b.b_buys).o_id   ; fill_order_done = true   } fills)) (filled_qty + (List.hd b.b_sells).o_qty)"
                  },
                  "groups": [],
                  "label": "1.1.1",
                  "weight": 1
                }
              ],
              "label": "",
              "weight": 3
            },
            {
              "constraints": [
                "filled_qty = 0", "fills = []",
                "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                "(List.hd b.b_sells).o_is_implied",
                "not (List.hd b.b_buys).o_is_implied"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "(List.hd b.b_sells).o_is_implied",
                    "not (List.hd b.b_buys).o_is_implied",
                    "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "(List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.cons     order.{     o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty     ; o_price = (List.hd b.b_sells).o_price     ; o_time = (List.hd b.b_sells).o_time     ; o_id = (List.hd b.b_sells).o_id     ; o_side = (List.hd b.b_sells).o_side     ; o_client_id = (List.hd b.b_sells).o_client_id     ; o_inst = (List.hd b.b_sells).o_inst     ; o_is_implied = (List.hd b.b_sells).o_is_implied     } (List.tl b.b_sells) } (List.cons  fill.{  fill_client_id = (List.hd b.b_buys).o_client_id  ; fill_qty = (List.hd b.b_buys).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_buys).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_buys).o_qty)"
                  },
                  "groups": [],
                  "label": "1.2.3",
                  "weight": 1
                },
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "(List.hd b.b_sells).o_is_implied",
                    "not (List.hd b.b_buys).o_is_implied",
                    "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "(List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.cons   order.{   o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty   ; o_price = (List.hd b.b_buys).o_price   ; o_time = (List.hd b.b_buys).o_time   ; o_id = (List.hd b.b_buys).o_id   ; o_side = (List.hd b.b_buys).o_side   ; o_client_id = (List.hd b.b_buys).o_client_id   ; o_inst = (List.hd b.b_buys).o_inst   ; o_is_implied = (List.hd b.b_buys).o_is_implied   } (List.tl b.b_buys) ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_buys).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_buys).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_sells).o_qty)"
                  },
                  "groups": [],
                  "label": "1.2.2",
                  "weight": 1
                },
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "(List.hd b.b_sells).o_is_implied",
                    "not (List.hd b.b_buys).o_is_implied",
                    "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                    "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty"
                  ],
                  "region": {
                    "constraints": [
                      "fills = []", "filled_qty = 0",
                      "not (List.hd b.b_buys).o_is_implied",
                      "(List.hd b.b_sells).o_is_implied",
                      "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty",
                      "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                    ],
                    "invariant":
                      "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_buys).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_buys).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_sells).o_qty)"
                  },
                  "groups": [],
                  "label": "1.2.1.1",
                  "weight": 1
                }
              ],
              "label": "",
              "weight": 3
            },
            {
              "constraints": [
                "filled_qty = 0", "fills = []",
                "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                "(List.hd b.b_buys).o_is_implied"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "(List.hd b.b_buys).o_is_implied",
                    "not (List.hd b.b_sells).o_is_implied"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "not (List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "not (List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.cons     order.{     o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty     ; o_price = (List.hd b.b_sells).o_price     ; o_time = (List.hd b.b_sells).o_time     ; o_id = (List.hd b.b_sells).o_id     ; o_side = (List.hd b.b_sells).o_side     ; o_client_id = (List.hd b.b_sells).o_client_id     ; o_inst = (List.hd b.b_sells).o_inst     ; o_is_implied = (List.hd b.b_sells).o_is_implied     } (List.tl b.b_sells) } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_buys).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_buys).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.3",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "not (List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "not (List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.cons   order.{   o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty   ; o_price = (List.hd b.b_buys).o_price   ; o_time = (List.hd b.b_buys).o_time   ; o_id = (List.hd b.b_buys).o_id   ; o_side = (List.hd b.b_buys).o_side   ; o_client_id = (List.hd b.b_buys).o_client_id   ; o_inst = (List.hd b.b_buys).o_inst   ; o_is_implied = (List.hd b.b_buys).o_is_implied   } (List.tl b.b_buys) ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_sells).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "not (List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                        "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "not (List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.tl b.b_sells } (List.cons  fill.{  fill_client_id = (List.hd b.b_sells).o_client_id  ; fill_qty = (List.hd b.b_sells).o_qty  ; fill_price =      ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2  ; fill_order_id = (List.hd b.b_sells).o_id  ; fill_order_done = true  } fills) (filled_qty + (List.hd b.b_sells).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 3
                },
                {
                  "constraints": [
                    "filled_qty = 0", "fills = []",
                    "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                    "(List.hd b.b_buys).o_is_implied",
                    "(List.hd b.b_sells).o_is_implied"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "(List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "(List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_sells).o_qty > (List.hd b.b_buys).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.cons     order.{     o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty     ; o_price = (List.hd b.b_sells).o_price     ; o_time = (List.hd b.b_sells).o_time     ; o_id = (List.hd b.b_sells).o_id     ; o_side = (List.hd b.b_sells).o_side     ; o_client_id = (List.hd b.b_sells).o_client_id     ; o_inst = (List.hd b.b_sells).o_inst     ; o_is_implied = (List.hd b.b_sells).o_is_implied     } (List.tl b.b_sells) } fills (filled_qty + (List.hd b.b_buys).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.1.3",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "(List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "(List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_buys).o_qty > (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.cons   order.{   o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty   ; o_price = (List.hd b.b_buys).o_price   ; o_time = (List.hd b.b_buys).o_time   ; o_id = (List.hd b.b_buys).o_id   ; o_side = (List.hd b.b_buys).o_side   ; o_client_id = (List.hd b.b_buys).o_client_id   ; o_inst = (List.hd b.b_buys).o_inst   ; o_is_implied = (List.hd b.b_buys).o_is_implied   } (List.tl b.b_buys) ; b_sells = List.tl b.b_sells } fills (filled_qty + (List.hd b.b_sells).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "filled_qty = 0", "fills = []",
                        "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price",
                        "(List.hd b.b_buys).o_is_implied",
                        "(List.hd b.b_sells).o_is_implied",
                        "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                        "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty"
                      ],
                      "region": {
                        "constraints": [
                          "fills = []", "filled_qty = 0",
                          "(List.hd b.b_buys).o_is_implied",
                          "(List.hd b.b_sells).o_is_implied",
                          "(List.hd b.b_buys).o_qty = (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_qty >= (List.hd b.b_sells).o_qty",
                          "(List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price"
                        ],
                        "invariant":
                          "F = uncross_book book.{ b_buys = List.tl b.b_buys ; b_sells = List.tl b.b_sells } fills (filled_qty + (List.hd b.b_sells).o_qty)"
                      },
                      "groups": [],
                      "label": "1.1.1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 3
                }
              ],
              "label": "",
              "weight": 6
            }
          ],
          "label": "",
          "weight": 12
        }
      ],
      "label": "",
      "weight": 16
    }
  ]
}

Regions details

No group selected.

Concrete regions are numbered
Unnumbered regions are groups whose children share a particular constraint
Click on a region to view its details
Double click on a region to zoom in on it
Shift+double click to zoom out
Hit escape to reset back to the top

decomp of (uncross_book b, fills, filled_qty

Reg_id	Constraints	Invariant
35	fills = [] filled_qty = 0 fills = [] b.b_sells = [] b.b_buys = []	{uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty}
34	fills = [] filled_qty = 0 fills = [] not (b.b_sells = []) b.b_buys = []	{uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty}
33	fills = [] filled_qty = 0 fills = [] b.b_sells = [] not (b.b_buys = [])	{uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty}
28	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied not ((List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty = 0) (List.hd b.b_buys).o_qty - (List.hd b.b_buys).o_qty = 0 (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty} :: (List.tl b.b_sells)} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_buys).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_buys).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills)) (filled_qty + (List.hd b.b_buys).o_qty)
27	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied not ((List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty = 0) (List.hd b.b_buys).o_qty - (List.hd b.b_buys).o_qty = 0 (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty} :: (List.tl b.b_sells)} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_buys).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_buys).o_qty)
26	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied not ((List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty = 0) (List.hd b.b_buys).o_qty - (List.hd b.b_buys).o_qty = 0 (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty} :: (List.tl b.b_sells)} ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_buys).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_buys).o_qty)
25	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied not ((List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty = 0) (List.hd b.b_buys).o_qty - (List.hd b.b_buys).o_qty = 0 (List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = {List.hd b.b_sells with o_qty = (List.hd b.b_sells).o_qty - (List.hd b.b_buys).o_qty} :: (List.tl b.b_sells)} fills (filled_qty + (List.hd b.b_buys).o_qty)
16	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills)) (filled_qty + (List.hd b.b_sells).o_qty)
15	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_sells).o_qty)
14	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_sells).o_qty)
13	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = List.tl b.b_buys; b_sells = List.tl b.b_sells} fills (filled_qty + (List.hd b.b_sells).o_qty)
8	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0) not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty} :: (List.tl b.b_buys); b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills)) (filled_qty + (List.hd b.b_sells).o_qty)
7	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied not (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0) not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty} :: (List.tl b.b_buys); b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_sells).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_sells).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_sells).o_qty)
6	fills = [] filled_qty = 0 not (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0) not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty} :: (List.tl b.b_buys); b_sells = List.tl b.b_sells} ({fill_client_id = (List.hd b.b_buys).o_client_id; fill_qty = (List.hd b.b_sells).o_qty; fill_price = ((List.hd b.b_buys).o_price + (List.hd b.b_sells).o_price) / 2; fill_order_id = (List.hd b.b_buys).o_id; fill_order_done = true} :: fills) (filled_qty + (List.hd b.b_sells).o_qty)
5	fills = [] filled_qty = 0 (List.hd b.b_buys).o_is_implied (List.hd b.b_sells).o_is_implied (List.hd b.b_sells).o_qty - (List.hd b.b_sells).o_qty = 0 not ((List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty = 0) not ((List.hd b.b_buys).o_qty < (List.hd b.b_sells).o_qty) (List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price not (b.b_sells = []) not (b.b_buys = [])	uncross_book {b_buys = {List.hd b.b_buys with o_qty = (List.hd b.b_buys).o_qty - (List.hd b.b_sells).o_qty} :: (List.tl b.b_buys); b_sells = List.tl b.b_sells} fills (filled_qty + (List.hd b.b_sells).o_qty)
0	fills = [] filled_qty = 0 not ((List.hd b.b_buys).o_price >= (List.hd b.b_sells).o_price) not (b.b_sells = []) not (b.b_buys = [])	{uncrossed_book = b; uncrossed_fills = fills; uncrossed_qty = filled_qty}

Try this!

In [10]:

(* Now let's try to generate some test cases *)

(* This will auto-generate model extractor *)
Extract.eval ~quiet:true ~signature:(Event.DB.fun_id_of_str "uncross_book") ();;

#remove_doc doc_of_book;;
#remove_doc doc_of_order;;
Modular_decomp.get_regions d |> CCList.map (fun r -> r |> Modular_decomp.get_model |> Mex.of_model);;
#install_doc doc_of_order;;
#install_doc doc_of_book;;

Out[10]:

                                    - : unit = ()
- : Mex.extract_type list =
[{Mex.b = {b_buys = []; b_sells = []}; fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys = [];
    b_sells =
     [{o_qty = 3; o_price = 4; o_time = 0; o_id = 1; o_side = BUY;
       o_client_id = 2; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 3; o_price = 4; o_time = 0; o_id = 1; o_side = BUY;
       o_client_id = 2; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells = []};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = -1; o_price = 21238; o_time = 3; o_id = 2; o_side = BUY;
       o_client_id = 4; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 6; o_id = 5; o_side = BUY;
       o_client_id = 7; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = -1; o_price = 21238; o_time = 2; o_id = 4; o_side = BUY;
       o_client_id = 3; o_inst = Strategy STRAT1; o_is_implied = true}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 5; o_id = 7; o_side = BUY;
       o_client_id = 6; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = -1; o_price = 21238; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 4; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 5; o_id = 6; o_side = BUY;
       o_client_id = 7; o_inst = Strategy STRAT1; o_is_implied = true}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = -1; o_price = 21238; o_time = 2; o_id = 4; o_side = BUY;
       o_client_id = 3; o_inst = Strategy STRAT1; o_is_implied = true}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 5; o_id = 6; o_side = BUY;
       o_client_id = 7; o_inst = Strategy STRAT1; o_is_implied = true}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 0; o_price = 7719; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 1; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells =
     [{o_qty = 0; o_price = -38; o_time = 4; o_id = 5; o_side = BUY;
       o_client_id = 6; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 0; o_price = 7719; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 1; o_inst = Strategy STRAT1; o_is_implied = true}];
    b_sells =
     [{o_qty = 0; o_price = -38; o_time = 4; o_id = 5; o_side = BUY;
       o_client_id = 6; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 0; o_price = 7719; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 1; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells =
     [{o_qty = 0; o_price = -38; o_time = 5; o_id = 6; o_side = BUY;
       o_client_id = 4; o_inst = Strategy STRAT1; o_is_implied = true}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 0; o_price = 7719; o_time = 1; o_id = 3; o_side = BUY;
       o_client_id = 2; o_inst = Strategy STRAT1; o_is_implied = true}];
    b_sells =
     [{o_qty = 0; o_price = -38; o_time = 4; o_id = 5; o_side = BUY;
       o_client_id = 6; o_inst = Strategy STRAT1; o_is_implied = true}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 1; o_price = 21238; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 4; o_inst = Strategy STRAT1; o_is_implied = false}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 5; o_id = 6; o_side = BUY;
       o_client_id = 7; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 {Mex.b =
   {b_buys =
     [{o_qty = 1; o_price = 21238; o_time = 2; o_id = 3; o_side = BUY;
       o_client_id = 4; o_inst = Strategy STRAT1; o_is_implied = true}];
    b_sells =
     [{o_qty = 0; o_price = -7719; o_time = 5; o_id = 6; o_side = BUY;
       o_client_id = 7; o_inst = Strategy STRAT1; o_is_implied = false}]};
  fills = []; filled_qty = 0};
 ...]

3 Implied trading¶

3.1 Strategy ranking¶

When generating implied orders for strategies, there's a criteria used to rank strategies - this section encodes the comparison function.

Try this!

In [11]:

(* Calculate somehow how big the ratio is *)
let leg_ratio (s : strategy) = 
  let abs x = if x < 0 then -x else x in
  (abs s.leg1.leg_mult) + (abs s.leg2.leg_mult) + (abs s.leg3.leg_mult)
;;

(* Nearest time to expiry *)
let nearest_time_to_exp (s : strategy) =
  let exp = 
    if (month_to_int (contract_expiry s.leg1.leg_sec_idx)) < (month_to_int (contract_expiry s.leg2.leg_sec_idx)) then
      contract_expiry s.leg1.leg_sec_idx
    else
      contract_expiry s.leg2.leg_sec_idx in
  
  if (month_to_int exp) < (month_to_int (contract_expiry s.leg2.leg_sec_idx)) then
    exp
  else
    contract_expiry s.leg2.leg_sec_idx
;;

(* Return true if s1 should implied uncross before s2 *)
let priority_strat (s1 : strategy) (s2 : strategy) =
  (*
    1. time to expiry of the nearest leg
    2. strategy types (strategies with the greater leg ratio executed first)
    3. strategy creation times *)
  if (month_to_int (nearest_time_to_exp s1)) < (month_to_int (nearest_time_to_exp s2)) then
    true
  else 
    if (leg_ratio s1) > (leg_ratio s2) then
      true
    else
      s1.time_created <= s2.time_created

Out[11]:

val leg_ratio : strategy -> int = <fun>
val nearest_time_to_exp : strategy -> month = <fun>
val priority_strat : strategy -> strategy -> bool = <fun>

Try this!

In [12]:

let transitivity s1 s2 s3 =
 ((priority_strat s1 s2) && (priority_strat s2 s3)) ==> (priority_strat s1 s3)
 
verify transitivity

Out[12]:

val transitivity : strategy -> strategy -> strategy -> bool = <fun>
- : strategy -> strategy -> strategy -> bool = <fun>
module CX : sig val s1 : strategy val s2 : strategy val s3 : strategy end

Counterexample (after 0 steps, 0.030s):
 let (s1 : strategy) =
   {time_created = 0; leg1 = {leg_sec_idx = OUT2; leg_mult = 0};
    leg2 = {leg_sec_idx = OUT1; leg_mult = 0};
    leg3 = {leg_sec_idx = OUT1; leg_mult = 1}}
 let (s2 : strategy) =
   {time_created = 281; leg1 = {leg_sec_idx = OUT1; leg_mult = 0};
    leg2 = {leg_sec_idx = OUT3; leg_mult = 0};
    leg3 = {leg_sec_idx = OUT1; leg_mult = 2}}
 let (s3 : strategy) =
   {time_created = (-1); leg1 = {leg_sec_idx = OUT3; leg_mult = 0};
    leg2 = {leg_sec_idx = OUT1; leg_mult = 1};
    leg3 = {leg_sec_idx = OUT1; leg_mult = 0}}

Refuted

call graph
proof

digraph "call graph" {
goal [label="not\l(((s1.time_created \<= s3.time_created\l   \|\| not\l      ((if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s3.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then\l              if s3.leg2.leg_sec_idx = OUT1 then Mar\l              else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l            else\l            if s3.leg1.leg_sec_idx = OUT1 then Mar\l            else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l           = Mar\l        then 3\l        else\l        if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s3.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then\l              if s3.leg2.leg_sec_idx = OUT1 then Mar\l              else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l            else\l            if s3.leg1.leg_sec_idx = OUT1 then Mar\l            else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l           = Jun\l        then 6\l        else\l        if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s3.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s3.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s3.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s3.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then if s3.leg2.leg_sec_idx = OUT1 then Mar else …\l            else if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l           = Sep\l        then 9 else 12)\l       \<=\l       (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then\l              if s1.leg2.leg_sec_idx = OUT1 then Mar\l              else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l            else\l            if s1.leg1.leg_sec_idx = OUT1 then Mar\l            else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l           = Mar\l        then 3\l        else\l        if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then\l              if s1.leg2.leg_sec_idx = OUT1 then Mar\l              else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l            else\l            if s1.leg1.leg_sec_idx = OUT1 then Mar\l            else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l           = Jun\l        then 6\l        else\l        if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \<=\l               (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                    else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Sep\l                then 9 else 12)\l               \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Sep\l                   then 9 else 12)\l                  \<=\l                  (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Mar\l                   then 3\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then\l                         if s1.leg2.leg_sec_idx = OUT1 then Mar\l                         else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                       else\l                       if s1.leg1.leg_sec_idx = OUT1 then Mar\l                       else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                      = Jun\l                   then 6\l                   else\l                   if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg2.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                          \<=\l                          (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Mar\l                           then 3\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Jun\l                           then 6\l                           else\l                           if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                               else\l                               if s1.leg1.leg_sec_idx = OUT2 then Jun\l                               else Sep)\l                              = Sep\l                           then 9 else 12)\l                       then if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                       else if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                      = Sep\l                   then 9 else 12)\l            then if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l            else if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l           = Sep\l        then 9 else 12)))\l  \|\| not\l     ((((if 0 \<= s1.leg1.leg_mult then s1.leg1.leg_mult\l         else -1 * s1.leg1.leg_mult)\l        + (if 0 \<= s1.leg2.leg_mult then s1.leg2.leg_mult\l           else -1 * s1.leg2.leg_mult))\l       + (if 0 \<= s1.leg3.leg_mult then s1.leg3.leg_mult\l          else -1 * s1.leg3.leg_mult))\l      \<=\l      (((if 0 \<= s3.leg1.leg_mult then s3.leg1.leg_mult\l         else -1 * s3.leg1.leg_mult)\l        + (if 0 \<= s3.leg2.leg_mult then s3.leg2.leg_mult\l           else -1 * s3.leg2.leg_mult))\l       + (if 0 \<= s3.leg3.leg_mult then s3.leg3.leg_mult\l          else -1 * s3.leg3.leg_mult))))\l \|\| not\l    (((s1.time_created \<= s2.time_created\l       \|\| not\l          ((if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then\l                  if s2.leg2.leg_sec_idx = OUT1 then Mar\l                  else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if s2.leg1.leg_sec_idx = OUT1 then Mar\l                else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l               = Mar\l            then 3\l            else\l            if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then\l                  if s2.leg2.leg_sec_idx = OUT1 then Mar\l                  else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if s2.leg1.leg_sec_idx = OUT1 then Mar\l                else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l               = Jun\l            then 6\l            else\l            if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s2.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then if s2.leg2.leg_sec_idx = OUT1 then Mar else …\l                else if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l               = Sep\l            then 9 else 12)\l           \<=\l           (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then\l                  if s1.leg2.leg_sec_idx = OUT1 then Mar\l                  else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if s1.leg1.leg_sec_idx = OUT1 then Mar\l                else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l               = Mar\l            then 3\l            else\l            if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then\l                  if s1.leg2.leg_sec_idx = OUT1 then Mar\l                  else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if s1.leg1.leg_sec_idx = OUT1 then Mar\l                else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l               = Jun\l            then 6\l            else\l            if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \<=\l                   (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                        else if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                   \|\| (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if s1.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s1.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg2.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg2.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<=\l                              (if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if s1.leg1.leg_sec_idx = OUT1 then Mar\l                                   else\l                                   if s1.leg1.leg_sec_idx = OUT2 then Jun\l                                   else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                           else\l                           if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l                          = Sep\l                       then 9 else 12)\l                then if s1.leg2.leg_sec_idx = OUT1 then Mar else …\l                else if s1.leg1.leg_sec_idx = OUT1 then Mar else …)\l               = Sep\l            then 9 else 12)))\l      \|\| not\l         ((((if 0 \<= s1.leg1.leg_mult then s1.leg1.leg_mult\l             else -1 * s1.leg1.leg_mult)\l            + (if 0 \<= s1.leg2.leg_mult then s1.leg2.leg_mult\l               else -1 * s1.leg2.leg_mult))\l           + (if 0 \<= s1.leg3.leg_mult then s1.leg3.leg_mult\l              else -1 * s1.leg3.leg_mult))\l          \<=\l          (((if 0 \<= s2.leg1.leg_mult then s2.leg1.leg_mult\l             else -1 * s2.leg1.leg_mult)\l            + (if 0 \<= s2.leg2.leg_mult then s2.leg2.leg_mult\l               else -1 * s2.leg2.leg_mult))\l           + (if 0 \<= s2.leg3.leg_mult then s2.leg3.leg_mult\l              else -1 * s2.leg3.leg_mult))))\l     && ((s2.time_created \<= s3.time_created\l          \|\| not\l             ((if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then\l                     if s3.leg2.leg_sec_idx = OUT1 then Mar\l                     else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if s3.leg1.leg_sec_idx = OUT1 then Mar\l                   else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Mar\l               then 3\l               else\l               if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then\l                     if s3.leg2.leg_sec_idx = OUT1 then Mar\l                     else if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if s3.leg1.leg_sec_idx = OUT1 then Mar\l                   else if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Jun\l               then 6\l               else\l               if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s3.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s3.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s3.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s3.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then if s3.leg2.leg_sec_idx = OUT1 then Mar else …\l                   else if s3.leg1.leg_sec_idx = OUT1 then Mar else …)\l                  = Sep\l               then 9 else 12)\l              \<=\l              (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then\l                     if s2.leg2.leg_sec_idx = OUT1 then Mar\l                     else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if s2.leg1.leg_sec_idx = OUT1 then Mar\l                   else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Mar\l               then 3\l               else\l               if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then\l                     if s2.leg2.leg_sec_idx = OUT1 then Mar\l                     else if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if s2.leg1.leg_sec_idx = OUT1 then Mar\l                   else if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Jun\l               then 6\l               else\l               if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \<=\l                      (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                           else\l                           if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                          = Sep\l                       then 9 else 12)\l                      \|\| (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<=\l                         (if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if s2.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if (if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg2.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                                 \<=\l                                 (if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Mar\l                                  then 3\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Jun\l                                  then 6\l                                  else\l                                  if (if s2.leg1.leg_sec_idx = OUT1 then Mar\l                                      else\l                                      if s2.leg1.leg_sec_idx = OUT2 then Jun\l                                      else Sep)\l                                     = Sep\l                                  then 9 else 12)\l                              then\l                                if s2.leg2.leg_sec_idx = OUT1 then Mar\l                                else …\l                              else\l                              if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                             = Sep\l                          then 9 else 12)\l                   then if s2.leg2.leg_sec_idx = OUT1 then Mar else …\l                   else if s2.leg1.leg_sec_idx = OUT1 then Mar else …)\l                  = Sep\l               then 9 else 12)))\l         \|\| not\l            ((((if 0 \<= s2.leg1.leg_mult then s2.leg1.leg_mult\l                else -1 * s2.leg1.leg_mult)\l               + (if 0 \<= s2.leg2.leg_mult then s2.leg2.leg_mult\l                  else -1 * s2.leg2.leg_mult))\l              + (if 0 \<= s2.leg3.leg_mult then s2.leg3.leg_mult\l                 else -1 * s2.leg3.leg_mult))\l             \<=\l             (((if 0 \<= s3.leg1.leg_mult then s3.leg1.leg_mult\l                else -1 * s3.leg1.leg_mult)\l               + (if 0 \<= s3.leg2.leg_mult then s3.leg2.leg_mult\l                  else -1 * s3.leg2.leg_mult))\l              + (if 0 \<= s3.leg3.leg_mult then s3.leg3.leg_mult\l                 else -1 * s3.leg3.leg_mult))))))",shape=box,style=filled,color="cyan",fontname="courier",fontsize=14];
}

proof attempt

ground_instances

definitions

inductions

search_time

0.030s

details

Expand

smt_stats

num checks	1
arith-assume-eqs	7
arith-make-feasible	332
arith-max-columns	75
arith-conflicts	3
rlimit count	21656
arith-cheap-eqs	45
mk clause	649
datatype occurs check	21
mk bool var	777
arith-lower	254
arith-diseq	28
datatype splits	42
decisions	630
arith-propagations	101
propagations	962
interface eqs	7
arith-bound-propagations-cheap	101
arith-max-rows	41
conflicts	34
datatype accessor ax	17
minimized lits	5
arith-bound-propagations-lp	16
datatype constructor ax	107
final checks	8
added eqs	1179
del clause	254
arith eq adapter	237
arith-upper	363
memory	41.240000
max memory	86.910000
num allocs	7949528193.000000

Expand

start[0.030s]
  (if (if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then
               if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
               else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
             else
             if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
             else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep
           else
           if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
           else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
          = Mar
       then 3
       else
       if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
             else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …
           else
           if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
           else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
          = Jun
       then 6
       else
       if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then … else …
           else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
          = Sep
       then 9 else 12)
      <
      (if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then
               if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
               else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
             else
             if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
             else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep
           else
           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
           else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
          = Mar
       then 3
       else
       if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
             else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …
           else
           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
           else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
          = Jun
       then 6
       else
       if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then
                     if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                   else
                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                      <
                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Mar
                       then 3
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Jun
                       then 6
                       else
                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                           else
                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                           else Sep)
                          = Sep
                       then 9 else 12)
                   then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                   else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                  = Sep
               then 9 else 12)
              <
              (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Mar
               then 3
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Jun
               then 6
               else
               if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                  = Sep
               then 9 else 12)
           then
             if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
                <
                (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Mar
                 then 3
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Jun
                 then 6
                 else
                 if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                     else
                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                    = Sep
                 then 9 else 12)
             then … else …
           else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
          = Sep
       then 9 else 12)
   then true
   else
   if (((if :var_0:.leg1.leg_mult < 0 then ~- :var_0:.leg1.leg_mult
         else :var_0:.leg1.leg_mult)
        + (if :var_0:.leg2.leg_mult < 0 then ~- :var_0:.leg2.leg_mult
           else :var_0:.leg2.leg_mult))
       + (if :var_0:.leg3.leg_mult < 0 then ~- :var_0:.leg3.leg_mult
          else :var_0:.leg3.leg_mult))
      >
      (((if :var_1:.leg1.leg_mult < 0 then ~- :var_1:.leg1.leg_mult
         else :var_1:.leg1.leg_mult)
        + (if :var_1:.leg2.leg_mult < 0 then ~- :var_1:.leg2.leg_mult
           else :var_1:.leg2.leg_mult))
       + (if :var_1:.leg3.leg_mult < 0 then ~- :var_1:.leg3.leg_mult
          else :var_1:.leg3.leg_mult))
   then true else :var_0:.time_created <= :var_1:.time_created)
  && (if (if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then
                  if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                  else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                else
                if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep
              else
              if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
              else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
             = Mar
          then 3
          else
          if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …
              else
              if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
              else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
             = Jun
          then 6
          else
          if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then … else …
              else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)
             = Sep
          then 9 else 12)
         <
         (if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then
                  if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                  else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                else
                if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep
              else
              if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
              else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
             = Mar
          then 3
          else
          if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …
              else
              if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
              else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
             = Jun
          then 6
          else
          if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                         <
                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Mar
                          then 3
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Jun
                          then 6
                          else
                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                              else
                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                              else Sep)
                             = Sep
                          then 9 else 12)
                      then
                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                     = Sep
                  then 9 else 12)
                 <
                 (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Mar
                  then 3
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Jun
                  then 6
                  else
                  if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                      else
                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                     = Sep
                  then 9 else 12)
              then
                if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                   <
                   (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Mar
                    then 3
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Jun
                    then 6
                    else
                    if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                        else
                        if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                       = Sep
                    then 9 else 12)
                then … else …
              else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
             = Sep
          then 9 else 12)
      then true
      else
      if (((if :var_1:.leg1.leg_mult < 0 then ~- :var_1:.leg1.leg_mult
            else :var_1:.leg1.leg_mult)
           + (if :var_1:.leg2.leg_mult < 0 then ~- :var_1:.leg2.leg_mult
              else :var_1:.leg2.leg_mult))
          + (if :var_1:.leg3.leg_mult < 0 then ~- :var_1:.leg3.leg_mult
             else :var_1:.leg3.leg_mult))
         >
         (((if :var_2:.leg1.leg_mult < 0 then ~- :var_2:.leg1.leg_mult
            else :var_2:.leg1.leg_mult)
           + (if :var_2:.leg2.leg_mult < 0 then ~- :var_2:.leg2.leg_mult
              else :var_2:.leg2.leg_mult))
          + (if :var_2:.leg3.leg_mult < 0 then ~- :var_2:.leg3.leg_mult
             else :var_2:.leg3.leg_mult))
      then true else :var_1:.time_created <= :var_2:.time_created)
  ==> (if (if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then
                   if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                   else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                 else
                 if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                 else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep
               else
               if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
               else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
              = Mar
           then 3
           else
           if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                 else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …
               else
               if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
               else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
              = Jun
           then 6
           else
           if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_0:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then … else …
               else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)
              = Sep
           then 9 else 12)
          <
          (if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then
                   if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                   else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                 else
                 if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                 else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep
               else
               if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
               else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
              = Mar
           then 3
           else
           if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                 else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …
               else
               if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
               else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
              = Jun
           then 6
           else
           if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg1.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                          <
                          (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Mar
                           then 3
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Jun
                           then 6
                           else
                           if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                               else
                               if :var_2:.leg2.leg_sec_idx = OUT2 then Jun
                               else Sep)
                              = Sep
                           then 9 else 12)
                       then
                         if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
                      = Sep
                   then 9 else 12)
                  <
                  (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Mar
                   then 3
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Jun
                   then 6
                   else
                   if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                       else
                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                      = Sep
                   then 9 else 12)
               then
                 if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                    <
                    (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Mar
                     then 3
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Jun
                     then 6
                     else
                     if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar
                         else
                         if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)
                        = Sep
                     then 9 else 12)
                 then … else …
               else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)
              = Sep
           then 9 else 12)
       then true
       else
       if (((if :var_0:.leg1.leg_mult < 0 then ~- :var_0:.leg1.leg_mult
             else :var_0:.leg1.leg_mult)
            + (if :var_0:.leg2.leg_mult < 0 then ~- :var_0:.leg2.leg_mult
               else :var_0:.leg2.leg_mult))
           + (if :var_0:.leg3.leg_mult < 0 then ~- :var_0:.leg3.leg_mult
              else :var_0:.leg3.leg_mult))
          >
          (((if :var_2:.leg1.leg_mult < 0 then ~- :var_2:.leg1.leg_mult
             else :var_2:.leg1.leg_mult)
            + (if :var_2:.leg2.leg_mult < 0 then ~- :var_2:.leg2.leg_mult
               else :var_2:.leg2.leg_mult))
           + (if :var_2:.leg3.leg_mult < 0 then ~- :var_2:.leg3.leg_mult
              else :var_2:.leg3.leg_mult))
       then true else :var_0:.time_created <= :var_2:.time_created)

simplify

into	((:var_0:.time_created <= :var_2:.time_created \|\| not ((if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12))) \|\| not ((((if 0 <= :var_0:.leg1.leg_mult then :var_0:.leg1.leg_mult else -1 * :var_0:.leg1.leg_mult) + (if 0 <= :var_0:.leg2.leg_mult then :var_0:.leg2.leg_mult else -1 * :var_0:.leg2.leg_mult)) + (if 0 <= :var_0:.leg3.leg_mult then :var_0:.leg3.leg_mult else -1 * :var_0:.leg3.leg_mult)) <= (((if 0 <= :var_2:.leg1.leg_mult then :var_2:.leg1.leg_mult else -1 * :var_2:.leg1.leg_mult) + (if 0 <= :var_2:.leg2.leg_mult then :var_2:.leg2.leg_mult else -1 * :var_2:.leg2.leg_mult)) + (if 0 <= :var_2:.leg3.leg_mult then :var_2:.leg3.leg_mult else -1 * :var_2:.leg3.leg_mult)))) \|\| not (((:var_0:.time_created <= :var_1:.time_created \|\| not ((if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12))) \|\| not ((((if 0 <= :var_0:.leg1.leg_mult then :var_0:.leg1.leg_mult else -1 * :var_0:.leg1.leg_mult) + (if 0 <= :var_0:.leg2.leg_mult then :var_0:.leg2.leg_mult else -1 * :var_0:.leg2.leg_mult)) + (if 0 <= :var_0:.leg3.leg_mult then :var_0:.leg3.leg_mult else -1 * :var_0:.leg3.leg_mult)) <= (((if 0 <= :var_1:.leg1.leg_mult then :var_1:.leg1.leg_mult else -1 * :var_1:.leg1.leg_mult) + (if 0 <= :var_1:.leg2.leg_mult then :var_1:.leg2.leg_mult else -1 * :var_1:.leg2.leg_mult)) + (if 0 <= :var_1:.leg3.leg_mult then :var_1:.leg3.leg_mult else -1 * :var_1:.leg3.leg_mult)))) && ((:var_1:.time_created <= :var_2:.time_created \|\| not ((if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) <= (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Mar then 3 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Jun then 6 else if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12) then if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else … else if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …) = Sep then 9 else 12))) \|\| not ((((if 0 <= :var_1:.leg1.leg_mult then :var_1:.leg1.leg_mult else -1 * :var_1:.leg1.leg_mult) + (if 0 <= :var_1:.leg2.leg_mult then :var_1:.leg2.leg_mult else -1 * :var_1:.leg2.leg_mult)) + (if 0 <= :var_1:.leg3.leg_mult then :var_1:.leg3.leg_mult else -1 * :var_1:.leg3.leg_mult)) <= (((if 0 <= :var_2:.leg1.leg_mult then :var_2:.leg1.leg_mult else -1 * :var_2:.leg1.leg_mult) + (if 0 <= :var_2:.leg2.leg_mult then :var_2:.leg2.leg_mult else -1 * :var_2:.leg2.leg_mult)) + (if 0 <= :var_2:.leg3.leg_mult then :var_2:.leg3.leg_mult else -1 * :var_2:.leg3.leg_mult)))))
expansions	[]
rewrite_steps
forward_chaining

Sat (Some let (s1 : strategy) = {time_created = 0; leg1 = {leg_sec_idx = OUT2; leg_mult = 0}; leg2 = {leg_sec_idx = OUT1; leg_mult = 0}; leg3 = {leg_sec_idx = OUT1; leg_mult = 1}} let (s2 : strategy) = {time_created = 281; leg1 = {leg_sec_idx = OUT1; leg_mult = 0}; leg2 = {leg_sec_idx = OUT3; leg_mult = 0}; leg3 = {leg_sec_idx = OUT1; leg_mult = 2}} let (s3 : strategy) = {time_created = (-1); leg1 = {leg_sec_idx = OUT3; leg_mult = 0}; leg2 = {leg_sec_idx = OUT1; leg_mult = 1}; leg3 = {leg_sec_idx = OUT1; leg_mult = 0}} )

digraph "proof" {
p_438 [label="Start ((if (if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then\l                    if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                    else if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                  else\l                  if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                  else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l               = Mar\l            then 3\l            else\l            if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …\l                  else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …\l                else\l                if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l               = Jun\l            then 6\l            else\l            if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then … else …\l                else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)\l               = Sep\l            then 9 else 12)\l           \<\l           (if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then\l                    if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                    else if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                  else\l                  if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                  else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                else\l                if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l               = Mar\l            then 3\l            else\l            if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …\l                  else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …\l                else\l                if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l               = Jun\l            then 6\l            else\l            if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<\l                           (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                        then\l                          if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else …\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                       = Sep\l                    then 9 else 12)\l                   \<\l                   (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Mar\l                    then 3\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Jun\l                    then 6\l                    else\l                    if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                       = Sep\l                    then 9 else 12)\l                then\l                  if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                     \<\l                     (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Mar\l                      then 3\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Jun\l                      then 6\l                      else\l                      if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                          else\l                          if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                          else Sep)\l                         = Sep\l                      then 9 else 12)\l                  then … else …\l                else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)\l               = Sep\l            then 9 else 12)\l        then true\l        else\l        if (((if :var_0:.leg1.leg_mult \< 0 then ~- :var_0:.leg1.leg_mult\l              else :var_0:.leg1.leg_mult)\l             + (if :var_0:.leg2.leg_mult \< 0 then ~- :var_0:.leg2.leg_mult\l                else :var_0:.leg2.leg_mult))\l            + (if :var_0:.leg3.leg_mult \< 0 then ~- :var_0:.leg3.leg_mult\l               else :var_0:.leg3.leg_mult))\l           \>\l           (((if :var_1:.leg1.leg_mult \< 0 then ~- :var_1:.leg1.leg_mult\l              else :var_1:.leg1.leg_mult)\l             + (if :var_1:.leg2.leg_mult \< 0 then ~- :var_1:.leg2.leg_mult\l                else :var_1:.leg2.leg_mult))\l            + (if :var_1:.leg3.leg_mult \< 0 then ~- :var_1:.leg3.leg_mult\l               else :var_1:.leg3.leg_mult))\l        then true else :var_0:.time_created \<= :var_1:.time_created)\l       && (if (if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then\l                       if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Mar\l               then 3\l               else\l               if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then\l                       if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …\l                     else\l                     if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …\l                   else\l                   if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                   else if :var_1:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Jun\l               then 6\l               else\l               if (if (if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_1:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then … else …\l                   else if :var_1:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                  = Sep\l               then 9 else 12)\l              \<\l              (if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then\l                       if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                   else\l                   if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                   else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Mar\l               then 3\l               else\l               if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then\l                       if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …\l                     else\l                     if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …\l                   else\l                   if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                   else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                  = Jun\l               then 6\l               else\l               if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg1.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                              \<\l                              (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Mar\l                               then 3\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Jun\l                               then 6\l                               else\l                               if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                   then Mar\l                                   else\l                                   if :var_2:.leg2.leg_sec_idx = OUT2\l                                   then Jun else Sep)\l                                  = Sep\l                               then 9 else 12)\l                           then\l                             if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else …\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …)\l                          = Sep\l                       then 9 else 12)\l                      \<\l                      (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Mar\l                       then 3\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Jun\l                       then 6\l                       else\l                       if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep)\l                          = Sep\l                       then 9 else 12)\l                   then\l                     if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<\l                        (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                     then … else …\l                   else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                  = Sep\l               then 9 else 12)\l           then true\l           else\l           if (((if :var_1:.leg1.leg_mult \< 0 then ~- :var_1:.leg1.leg_mult\l                 else :var_1:.leg1.leg_mult)\l                + (if :var_1:.leg2.leg_mult \< 0 then ~- :var_1:.leg2.leg_mult\l                   else :var_1:.leg2.leg_mult))\l               + (if :var_1:.leg3.leg_mult \< 0 then ~- :var_1:.leg3.leg_mult\l                  else :var_1:.leg3.leg_mult))\l              \>\l              (((if :var_2:.leg1.leg_mult \< 0 then ~- :var_2:.leg1.leg_mult\l                 else :var_2:.leg1.leg_mult)\l                + (if :var_2:.leg2.leg_mult \< 0 then ~- :var_2:.leg2.leg_mult\l                   else :var_2:.leg2.leg_mult))\l               + (if :var_2:.leg3.leg_mult \< 0 then ~- :var_2:.leg3.leg_mult\l                  else :var_2:.leg3.leg_mult))\l           then true else :var_1:.time_created \<= :var_2:.time_created)\l       ==\> (if (if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then\l                        if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                      else\l                      if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                      else\l                      if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                    else\l                    if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                    else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then\l                        if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …\l                      else\l                      if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …\l                    else\l                    if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                    else if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if (if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then … else …\l                    else if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                   = Sep\l                then 9 else 12)\l               \<\l               (if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then\l                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                        else\l                        if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep\l                      else\l                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                      else\l                      if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                    else\l                    if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                    else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Mar\l                then 3\l                else\l                if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then\l                        if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …\l                      else\l                      if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …\l                    else\l                    if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                    else if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep)\l                   = Jun\l                then 6\l                else\l                if (if (if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<\l                               (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                            then\l                              if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<\l                       (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Sep\l                        then 9 else 12)\l                    then\l                      if (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                         \<\l                         (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Mar\l                          then 3\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Jun\l                          then 6\l                          else\l                          if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep)\l                             = Sep\l                          then 9 else 12)\l                      then … else …\l                    else if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …)\l                   = Sep\l                then 9 else 12)\l            then true\l            else\l            if (((if :var_0:.leg1.leg_mult \< 0 then ~- :var_0:.leg1.leg_mult\l                  else :var_0:.leg1.leg_mult)\l                 + (if :var_0:.leg2.leg_mult \< 0\l                    then ~- :var_0:.leg2.leg_mult else :var_0:.leg2.leg_mult))\l                + (if :var_0:.leg3.leg_mult \< 0 then ~- :var_0:.leg3.leg_mult\l                   else :var_0:.leg3.leg_mult))\l               \>\l               (((if :var_2:.leg1.leg_mult \< 0 then ~- :var_2:.leg1.leg_mult\l                  else :var_2:.leg1.leg_mult)\l                 + (if :var_2:.leg2.leg_mult \< 0\l                    then ~- :var_2:.leg2.leg_mult else :var_2:.leg2.leg_mult))\l                + (if :var_2:.leg3.leg_mult \< 0 then ~- :var_2:.leg3.leg_mult\l                   else :var_2:.leg3.leg_mult))\l            then true else :var_0:.time_created \<= :var_2:.time_created)\l       :time 0.030s)",shape=box,style=filled,fontname="courier",fontsize=14];
p_438 -> p_437 [label=""];
p_437 [label="Simplify (((:var_0:.time_created \<= :var_2:.time_created\l            \|\| not\l               ((if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                    = Mar\l                 then 3\l                 else\l                 if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_2:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_2:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                    = Jun\l                 then 6\l                 else\l                 if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_2:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_2:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_2:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_2:.leg2.leg_sec_idx = OUT1 then Mar else …\l                     else\l                     if :var_2:.leg1.leg_sec_idx = OUT1 then Mar else …)\l                    = Sep\l                 then 9 else 12)\l                \<=\l                (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                    = Mar\l                 then 3\l                 else\l                 if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                       else\l                       if :var_0:.leg2.leg_sec_idx = OUT2 then Jun else Sep\l                     else\l                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                     else\l                     if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                    = Jun\l                 then 6\l                 else\l                 if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \<=\l                        (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Mar\l                         then 3\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Jun\l                         then 6\l                         else\l                         if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                             else\l                             if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                             else Sep)\l                            = Sep\l                         then 9 else 12)\l                        \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Sep\l                            then 9 else 12)\l                           \<=\l                           (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Mar\l                            then 3\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar\l                                  else\l                                  if :var_0:.leg2.leg_sec_idx = OUT2 \l                                  then Jun else Sep\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                else Sep)\l                               = Jun\l                            then 6\l                            else\l                            if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg2.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                   \<=\l                                   (if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Mar\l                                    then 3\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Jun\l                                    then 6\l                                    else\l                                    if (if :var_0:.leg1.leg_sec_idx = OUT1\l                                        then Mar\l                                        else\l                                        if :var_0:.leg1.leg_sec_idx = OUT2\l                                        then Jun else Sep)\l                                       = Sep\l                                    then 9 else 12)\l                                then\l                                  if :var_0:.leg2.leg_sec_idx = OUT1 \l                                  then Mar else …\l                                else\l                                if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                else …)\l                               = Sep\l                            then 9 else 12)\l                     then\l                       if :var_0:.leg2.leg_sec_idx = OUT1 then Mar else …\l                     else\l                     if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …)\l                    = Sep\l                 then 9 else 12)))\l           \|\| not\l              ((((if 0 \<= :var_0:.leg1.leg_mult then :var_0:.leg1.leg_mult\l                  else -1 * :var_0:.leg1.leg_mult)\l                 + (if 0 \<= :var_0:.leg2.leg_mult then :var_0:.leg2.leg_mult\l                    else -1 * :var_0:.leg2.leg_mult))\l                + (if 0 \<= :var_0:.leg3.leg_mult then :var_0:.leg3.leg_mult\l                   else -1 * :var_0:.leg3.leg_mult))\l               \<=\l               (((if 0 \<= :var_2:.leg1.leg_mult then :var_2:.leg1.leg_mult\l                  else -1 * :var_2:.leg1.leg_mult)\l                 + (if 0 \<= :var_2:.leg2.leg_mult then :var_2:.leg2.leg_mult\l                    else -1 * :var_2:.leg2.leg_mult))\l                + (if 0 \<= :var_2:.leg3.leg_mult then :var_2:.leg3.leg_mult\l                   else -1 * :var_2:.leg3.leg_mult))))\l          \|\| not\l             (((:var_0:.time_created \<= :var_1:.time_created\l                \|\| not\l                   ((if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep\l                         else\l                         if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                         else\l                         if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                        = Mar\l                     then 3\l                     else\l                     if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep\l                         else\l                         if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                         else\l                         if :var_1:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                        = Jun\l                     then 6\l                     else\l                     if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_1:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_1:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_1:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_1:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …\l                         else\l                         if :var_1:.leg1.leg_sec_idx = OUT1 then Mar else …)\l                        = Sep\l                     then 9 else 12)\l                    \<=\l                    (if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep\l                         else\l                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                         else\l                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                        = Mar\l                     then 3\l                     else\l                     if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                           else\l                           if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                           else Sep\l                         else\l                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                         else\l                         if :var_0:.leg1.leg_sec_idx = OUT2 then Jun else Sep)\l                        = Jun\l                     then 6\l                     else\l                     if (if (if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg2.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \<=\l                            (if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Mar\l                             then 3\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Jun\l                             then 6\l                             else\l                             if (if :var_0:.leg1.leg_sec_idx = OUT1 then Mar\l                                 else\l                                 if :var_0:.leg1.leg_sec_idx = OUT2 then Jun\l                                 else Sep)\l                                = Sep\l                             then 9 else 12)\l                            \|\| (if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_0:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar\l                                      else\l                                      if :var_0:.leg2.leg_sec_idx = OUT2\l                                      then Jun else Sep\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if (if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg2.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg2.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                       \<=\l                                       (if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Mar\l                                        then 3\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Jun\l                                        then 6\l                                        else\l                                        if (if :var_0:.leg1.leg_sec_idx =\l                                               OUT1\l                                            then Mar\l                                            else\l                                            if :var_0:.leg1.leg_sec_idx =\l                                               OUT2\l                                            then Jun else Sep)\l                                           = Sep\l                                        then 9 else 12)\l                                    then\l                                      if :var_0:.leg2.leg_sec_idx = OUT1\l                                      then Mar else …\l                                    else\l                                    if :var_0:.leg1.leg_sec_idx = OUT1\l                                    then Mar else …)\l                                   = Sep\l                                then 9 else 12)\l                         then\l                           if :var_0:.leg2.leg_sec_idx = OUT1 then Mar\l                           else …\l                         else\l                         if :var_0:.leg1.leg_sec_idx = OUT1 then Mar else …)\l                        = Sep\l                     then 9 else 12)))\l               \|\| not\l                  ((((if 0 \<= :var_0:.leg1.leg_mult\l                      then :var_0:.leg1.leg_mult\l                      else -1 * :var_0:.leg1.leg_mult)\l                     + (if 0 \<= :var_0:.leg2.leg_mult\l                        then :var_0:.leg2.leg_mult\l                        else -1 * :var_0:.leg2.leg_mult))\l                    + (if 0 \<= :var_0:.leg3.leg_mult\l                       then :var_0:.leg3.leg_mult\l                       else -1 * :var_0:.leg3.leg_mult))\l                   \<=\l                   (((if 0 \<= :var_1:.leg1.leg_mult\l                      then :var_1:.leg1.leg_mult\l                      else -1 * :var_1:.leg1.leg_mult)\l                     + (if 0 \<= :var_1:.leg2.leg_mult\l                        then :var_1:.leg2.leg_mult\l                        else -1 * :var_1:.leg2.leg_mult))\l                    + (if 0 \<= :var_1:.leg3.leg_mult\l                       then :var_1:.leg3.leg_mult\l                       else -1 * :var_1:.leg3.leg_mult))))\l              && ((:var_1:.time_created \<= :var_2:.time_created\l                   \|\| not\l                      ((if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_2:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_2:.leg1.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_2:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_2:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_2:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_2:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_2:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_2:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_2:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_2:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_2:.leg2.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_2:.leg1.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)\l                       \<=\l                       (if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Mar\l                        then 3\l                        else\l                        if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                              else\l                              if :var_1:.leg2.leg_sec_idx = OUT2 then Jun\l                              else Sep\l                            else\l                            if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                            else\l                            if :var_1:.leg1.leg_sec_idx = OUT2 then Jun\l                            else Sep)\l                           = Jun\l                        then 6\l                        else\l                        if (if (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg2.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \<=\l                               (if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Mar\l                                then 3\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Jun\l                                then 6\l                                else\l                                if (if :var_1:.leg1.leg_sec_idx = OUT1\l                                    then Mar\l                                    else\l                                    if :var_1:.leg1.leg_sec_idx = OUT2\l                                    then Jun else Sep)\l                                   = Sep\l                                then 9 else 12)\l                               \|\| (if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if :var_1:.leg2.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg2.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Sep\l                                   then 9 else 12)\l                                  \<=\l                                  (if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Mar\l                                   then 3\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar\l                                         else\l                                         if :var_1:.leg2.leg_sec_idx = OUT2\l                                         then Jun else Sep\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT2\l                                       then Jun else Sep)\l                                      = Jun\l                                   then 6\l                                   else\l                                   if (if (if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg2.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg2.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                          \<=\l                                          (if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Mar\l                                           then 3\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Jun\l                                           then 6\l                                           else\l                                           if (if :var_1:.leg1.leg_sec_idx =\l                                                  OUT1\l                                               then Mar\l                                               else\l                                               if :var_1:.leg1.leg_sec_idx =\l                                                  OUT2\l                                               then Jun else Sep)\l                                              = Sep\l                                           then 9 else 12)\l                                       then\l                                         if :var_1:.leg2.leg_sec_idx = OUT1\l                                         then Mar else …\l                                       else\l                                       if :var_1:.leg1.leg_sec_idx = OUT1\l                                       then Mar else …)\l                                      = Sep\l                                   then 9 else 12)\l                            then\l                              if :var_1:.leg2.leg_sec_idx = OUT1 then Mar\l                              else …\l                            else\l                            if :var_1:.leg1.leg_sec_idx = OUT1 then Mar\l                            else …)\l                           = Sep\l                        then 9 else 12)))\l                  \|\| not\l                     ((((if 0 \<= :var_1:.leg1.leg_mult\l                         then :var_1:.leg1.leg_mult\l                         else -1 * :var_1:.leg1.leg_mult)\l                        + (if 0 \<= :var_1:.leg2.leg_mult\l                           then :var_1:.leg2.leg_mult\l                           else -1 * :var_1:.leg2.leg_mult))\l                       + (if 0 \<= :var_1:.leg3.leg_mult\l                          then :var_1:.leg3.leg_mult\l                          else -1 * :var_1:.leg3.leg_mult))\l                      \<=\l                      (((if 0 \<= :var_2:.leg1.leg_mult\l                         then :var_2:.leg1.leg_mult\l                         else -1 * :var_2:.leg1.leg_mult)\l                        + (if 0 \<= :var_2:.leg2.leg_mult\l                           then :var_2:.leg2.leg_mult\l                           else -1 * :var_2:.leg2.leg_mult))\l                       + (if 0 \<= :var_2:.leg3.leg_mult\l                          then :var_2:.leg3.leg_mult\l                          else -1 * :var_2:.leg3.leg_mult)))))\l          :expansions [] :rw [] :fc [])",shape=box,style=filled,fontname="courier",fontsize=14];
p_437 -> p_436 [label=""];
p_436 [label="Sat (Some  let (s1 : strategy) =\l   \{time_created = 0; leg1 = \{leg_sec_idx = OUT2; leg_mult = 0\};\l    leg2 = \{leg_sec_idx = OUT1; leg_mult = 0\};\l    leg3 = \{leg_sec_idx = OUT1; leg_mult = 1\}\}\l let (s2 : strategy) =\l   \{time_created = 281; leg1 = \{leg_sec_idx = OUT1; leg_mult = 0\};\l    leg2 = \{leg_sec_idx = OUT3; leg_mult = 0\};\l    leg3 = \{leg_sec_idx = OUT1; leg_mult = 2\}\}\l let (s3 : strategy) =\l   \{time_created = (-1); leg1 = \{leg_sec_idx = OUT3; leg_mult = 0\};\l    leg2 = \{leg_sec_idx = OUT1; leg_mult = 1\};\l    leg3 = \{leg_sec_idx = OUT1; leg_mult = 0\}\}\l)",shape=box,style=filled,fontname="courier",fontsize=14];
}

Ooops! It seems that our ranking criteria is not transitive. Let's check the results (note that the counter examples are now reflected into the run time in the CX module)

Try this!

In [13]:

priority_strat CX.s1 CX.s2

Out[13]:

- : bool = true

Try this!

In [14]:

priority_strat CX.s2 CX.s3

Out[14]:

- : bool = true

Try this!

In [15]:

priority_strat CX.s1 CX.s3

Out[15]:

- : bool = false

3.2 Implied strategy price calculation¶

Try this!

In [16]:

(* return the sum of volume at the highest level *)
let rec get_level_sums (orders : order list) (li : level_info option) =
  match orders with 
  | [] -> li
  | x::xs ->
    begin
      match li with
      | None -> get_level_sums xs (Some {li_qty = x.o_qty; li_price = x.o_price})
      | Some l ->
        if (l.li_price = x.o_price) then
          get_level_sums xs (Some {l with li_qty = l.li_qty + x.o_qty})
        else
          li
    end

(* Return best bid/ask levels *)
let get_book_tops (b : book) = 
  let bid_info = get_level_sums b.b_buys None in
  let ask_info = get_level_sums b.b_sells None in
  { bid_info; ask_info }
;;

(* Get the maximum number of strategy units here *)
(* Note that the units may have different signs, so we 
 need to make sure that we have enough *)
let calc_implied_strat_order (sid : strategy_id) (s : strategy) (books : books_info) (si : side) (time : int) =
  let abs x = if x < 0 then -x else x in

  let adjust (mult : int) =
    if si = BUY then mult else -mult in

  (* *)
  let calc_max_out_mult (mult : int) (book : best_bid_ask)  =
    if mult = 0 then
      None
    else
      begin
       if (adjust mult) > 0 then
        match books.book1.bid_info with
           | Some x -> Some (x.li_qty / (abs mult))
           | None -> None
       else
           match book.ask_info with
           | Some x -> Some (x.li_qty / (abs mult))
           | None -> None
      end in

  let mult1 = calc_max_out_mult s.leg1.leg_mult books.book1 in
  let mult2 = calc_max_out_mult s.leg2.leg_mult books.book2 in
  let mult3 = calc_max_out_mult s.leg3.leg_mult books.book3 in

  (* Compute the quantity *)
  let max_strat = 
    begin 
       match mult1 with 
       | None -> 0
       | Some x -> x
    end in
  let max_strat = 
    begin
       match mult2 with
       | None -> max_strat
       | Some x -> if x < max_strat then x else max_strat
    end in
  let max_strat = 
    begin
     match mult3 with
     | None -> max_strat
     | Some x -> if x < max_strat then x else max_strat
    end in

  (* Now compute the price *)
  let strat_price = 
    begin 
       match mult1 with 
       | None -> 0
       | Some x -> 
         begin
            if (adjust s.leg1.leg_mult) > 0 then
                match books.book1.bid_info with
                | Some x -> x.li_price * (adjust s.leg1.leg_mult)
                | None -> 0
            else
                match books.book1.ask_info with
                | Some x -> x.li_price * (adjust s.leg1.leg_mult)
                | None -> 0
         end
    end in
  let strat_price = 
    begin 
       match mult2 with 
       | None -> strat_price
       | Some x -> 
         begin
            if (adjust s.leg2.leg_mult) > 0 then
                match books.book2.bid_info with
                | Some x -> x.li_price * (adjust s.leg2.leg_mult) + strat_price
                | None -> strat_price
            else
                match books.book2.ask_info with
                | Some x -> x.li_price * (adjust s.leg2.leg_mult) + strat_price
                | None -> strat_price
         end
    end in
  let strat_price = 
    begin 
       match mult3 with 
       | None -> strat_price
       | Some x -> 
         begin
            if (adjust s.leg3.leg_mult) > 0 then
                match books.book3.bid_info with
                | Some x -> x.li_price * (adjust s.leg3.leg_mult) + strat_price
                | None -> strat_price
            else
                match books.book3.ask_info with
                | Some x -> x.li_price * (adjust s.leg3.leg_mult) + strat_price
                | None -> strat_price
         end
    end in

  (* Now form the new implied order here... *)
  {
   o_qty = max_strat
   ; o_price = strat_price
   ; o_id = -1
   ; o_time = time
   ; o_side = si
   ; o_client_id = -1
   ; o_inst = Strategy sid
   ; o_is_implied = true }
;;

Out[16]:

val get_level_sums : order list -> level_info option -> level_info option =
  <fun>
val get_book_tops : book -> best_bid_ask = <fun>
val calc_implied_strat_order :
  strategy_id -> strategy -> books_info -> side -> int -> order = <fun>

termination proof

Termination proof

call `get_level_sums (List.tl orders) (Some {li_qty = (List.hd orders).o_qty; li_price = (List.hd orders).o_price})` from `get_level_sums orders li`

original

get_level_sums orders li

sub

get_level_sums (List.tl orders) (Some {li_qty = (List.hd orders).o_qty; li_price = (List.hd orders).o_price})

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[li = None && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	66
arith-max-columns	49
arith-conflicts	2
rlimit count	10997
mk clause	64
datatype occurs check	54
mk bool var	354
arith-lower	33
datatype splits	69
decisions	94
propagations	61
interface eqs	1
arith-max-rows	21
conflicts	9
datatype accessor ax	47
datatype constructor ax	110
final checks	10
added eqs	483
del clause	35
arith eq adapter	31
arith-upper	60
memory	41.480000
max memory	86.910000
num allocs	8333512003.000000

Expand

start[0.017s]
  li = None
  && not (orders = [])
     && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      (Some
       {li_qty = (List.hd orders).o_qty; li_price = (List.hd orders).o_price}
       = None && not (List.tl orders = []))
      && not
         ((List.hd orders).o_price = (List.hd (List.tl orders)).o_price
          && not
             (Some
              {li_qty = (List.hd orders).o_qty;
               li_price = (List.hd orders).o_price}
              = None)
             && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not ((List.hd orders).o_price = (List.hd (List.tl orders)).o_price && not (List.tl orders = []))) \|\| not (((li = None && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2998| orders_2985)
expansions

unroll

expr	(\|count_`order list`_2998\| (\|get.::.1_2981\| orders_2985))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2998\| …
expansions

unsat

(let ((a!1 (ite (>= (o_qty_50 (|get.::.0_2980| orders_2985)) 0)
                (o_qty_50 (|get.::.0…

call `get_level_sums (List.tl orders) (Some {Option.get li with li_qty = (Option.get li).li_qty + (List.hd orders).o_qty})` from `get_level_sums orders li`

original

get_level_sums orders li

sub

get_level_sums (List.tl orders) (Some {Option.get li with li_qty = (Option.get li).li_qty + (List.hd orders).o_qty})

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[(Option.get li).li_price = (List.hd orders).o_price && not (li = None) && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.022s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	63
arith-max-columns	49
arith-conflicts	2
rlimit count	5631
mk clause	62
datatype occurs check	71
mk bool var	387
arith-lower	31
datatype splits	78
decisions	100
propagations	63
interface eqs	1
arith-max-rows	21
conflicts	10
datatype accessor ax	55
datatype constructor ax	129
final checks	11
added eqs	544
del clause	33
arith eq adapter	29
arith-upper	56
memory	38.790000
max memory	86.910000
num allocs	8240278319.000000

Expand

start[0.022s]
  (Option.get li).li_price = (List.hd orders).o_price
  && not (li = None)
     && not (orders = [])
        && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      (Some
       {li_qty = (Option.get li).li_qty + (List.hd orders).o_qty;
        li_price = (Option.get li).li_price}
       = None && not (List.tl orders = []))
      && not
         ((Option.get li).li_price = (List.hd (List.tl orders)).o_price
          && not
             (Some
              {li_qty = (Option.get li).li_qty + (List.hd orders).o_qty;
               li_price = (Option.get li).li_price}
              = None)
             && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders)) \|\| not ((Option.get li).li_price = (List.hd (List.tl orders)).o_price && not (List.tl orders = []))) \|\| not (((((Option.get li).li_price = (List.hd orders).o_price && not (li = None)) && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_2998| orders_2985)
expansions

unroll

expr	(\|count_`order list`_2998\| (\|get.::.1_2981\| orders_2985))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_2998\| …
expansions

unsat

(let ((a!1 (ite (>= (li_price_41 (|get.Some.0_2984| li_2986)) 0)
                (li_price_41 (|get.…

Let's now try to experiment with this.

Try this!

In [17]:

let strat1 = {
  time_created = 1;
  leg1    = { leg_sec_idx = OUT1; leg_mult = 1 }
  ; leg2  = { leg_sec_idx = OUT2; leg_mult = 0 }
  ; leg3  = { leg_sec_idx = OUT3; leg_mult = 0 }
};;

let books = {
    book1 = { bid_info = None ; ask_info = Some { li_qty = 100 ; li_price = 450 }}
  ; book2 = { bid_info = Some { li_qty = 125 ; li_price = 100 }; ask_info = Some { li_qty = 100 ; li_price = 350 }}
  ; book3 = { bid_info = None ; ask_info = Some { li_qty = 100 ; li_price = 425 }} 
};;

(* This should just replicate the OUT1 security on the SELL side *)
calc_implied_strat_order STRAT1 strat1 books SELL 1

Out[17]:

val strat1 : strategy =
  {time_created = 1; leg1 = {leg_sec_idx = OUT1; leg_mult = 1};
   leg2 = {leg_sec_idx = OUT2; leg_mult = 0};
   leg3 = {leg_sec_idx = OUT3; leg_mult = 0}}
val books : books_info =
  {book1 = {bid_info = None; ask_info = Some {li_qty = 100; li_price = 450}};
   book2 =
    {bid_info = Some {li_qty = 125; li_price = 100};
     ask_info = Some {li_qty = 100; li_price = 350}};
   book3 = {bid_info = None; ask_info = Some {li_qty = 100; li_price = 425}}}
- : order = <document>

-450 (100)

Implied

Try this!

In [18]:

(* Now let's try the same on the BUY side - there should not be any available orders as the bid is empty *)
calc_implied_strat_order STRAT1 strat1 books BUY 1

Out[18]:

- : order = <document>

0 (0)

Implied

Try this!

In [19]:

(* let's try to mix up the legs now *)

let strat2 = {
 strat1 with
 leg2 = {leg_sec_idx = OUT2; leg_mult = -1}
};;

(* This will not result in any orders because there's no BUY *)
calc_implied_strat_order STRAT1 strat2 books BUY 1

Out[19]:

val strat2 : strategy =
  {time_created = 1; leg1 = {leg_sec_idx = OUT1; leg_mult = 1};
   leg2 = {leg_sec_idx = OUT2; leg_mult = -1};
   leg3 = {leg_sec_idx = OUT3; leg_mult = 0}}
- : order = <document>

-350 (0)

Implied

Try this!

In [20]:

calc_implied_strat_order STRAT2 strat2 books SELL 1

Out[20]:

- : order = <document>

-450 (100)

Implied

Try this!

In [21]:

let strat = {
  time_created = 1;
  leg1    = { leg_sec_idx = OUT1; leg_mult = 1 }
  ; leg2  = { leg_sec_idx = OUT2; leg_mult = -2 }
  ; leg3  = { leg_sec_idx = OUT3; leg_mult = 0 }
};;

let books = {
    book1 = { bid_info = Some { li_qty = 500; li_price = 50 } ; ask_info = Some { li_qty = 750 ; li_price = 50 }}
  ; book2 = { bid_info = Some { li_qty = 200 ; li_price = 60 }; ask_info = Some { li_qty = 500 ; li_price = 70 }}
  ; book3 = { bid_info = None ; ask_info = None } 
};;

calc_implied_strat_order STRAT1 strat books BUY 1

Out[21]:

val strat : strategy =
  {time_created = 1; leg1 = {leg_sec_idx = OUT1; leg_mult = 1};
   leg2 = {leg_sec_idx = OUT2; leg_mult = -2};
   leg3 = {leg_sec_idx = OUT3; leg_mult = 0}}
val books : books_info =
  {book1 =
    {bid_info = Some {li_qty = 500; li_price = 50};
     ask_info = Some {li_qty = 750; li_price = 50}};
   book2 =
    {bid_info = Some {li_qty = 200; li_price = 60};
     ask_info = Some {li_qty = 500; li_price = 70}};
   book3 = {bid_info = None; ask_info = None}}
- : order = <document>

-90 (250)

Implied

3.3 Implied uncrossing operations¶

Try this!

In [22]:

(* removes implied orders from a book *)
let remove_imp_orders (b : book) =
  let rec remove_imp_orders_side (orders : order list) = 
    match orders with
    | [] -> []
    | x::xs -> 
        if x.o_is_implied then 
          (remove_imp_orders_side xs)
        else
          x::(remove_imp_orders_side xs) in
    
  { b_buys = (remove_imp_orders_side b.b_buys)
  ; b_sells = (remove_imp_orders_side b.b_sells)
  }

(* Allocate implied fills to the book and return fills *)
let allocate_implied_fills (b : book) (qty : int) (price : int) (time : int) = 
  if qty = 0 then {
    uncrossed_book = b
    ; uncrossed_fills = []
    ; uncrossed_qty = 0
  } else 
  begin
    (* Insert new order into the book and uncross it *)
    let new_order = {
      o_qty = if qty < 0 then (-qty) else qty
      ; o_price = price
      ; o_id = -1
      ; o_time = time
      ; o_side = if qty < 0 then SELL else BUY
      ; o_client_id = -1
      ; o_inst = Outright OUT1
      ; o_is_implied = true
    } in 
    
    (* create new order that we will trade *)
    let b' = insert_order new_order b in

    (* finally we will uncross the book and return results *)
    (uncross_book b' [] 0)
  end

(* Calculate the price at which implied orders should trade in the outright books *)
let calc_implied_trade_price (mult : int) (bidask : best_bid_ask) =
  if mult > 0 then
   begin
    match bidask.ask_info with
      | None -> 0
      | Some x -> x.li_price
    end
  else
    begin
        match bidask.bid_info with
          | None -> 0
          | Some x -> x.li_price
    end
;;

Out[22]:

val remove_imp_orders : book -> book = <fun>
val allocate_implied_fills : book -> int -> int -> int -> uncross_res = <fun>
val calc_implied_trade_price : int -> best_bid_ask -> int = <fun>

termination proof

Termination proof

call `recfun.remove_imp_orders.remove_imp_orders_side.0 (List.tl orders)` from `recfun.remove_imp_orders.remove_imp_orders_side.0 orders`

original

recfun.remove_imp_orders.remove_imp_orders_side.0 orders

sub

recfun.remove_imp_orders.remove_imp_orders_side.0 (List.tl orders)

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[(List.hd orders).o_is_implied && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	76
arith-max-columns	52
arith-conflicts	2
rlimit count	11124
mk clause	87
datatype occurs check	50
mk bool var	369
arith-lower	40
datatype splits	61
decisions	95
propagations	92
interface eqs	1
arith-max-rows	22
conflicts	11
datatype accessor ax	44
datatype constructor ax	107
final checks	11
added eqs	469
del clause	45
arith eq adapter	38
arith-upper	70
memory	29.140000
max memory	86.910000
num allocs	9264161525.000000

Expand

start[0.017s]
  (List.hd orders).o_is_implied
  && not (orders = [])
     && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      ((List.hd (List.tl orders)).o_is_implied && not (List.tl orders = []))
      && not
         (not (List.hd (List.tl orders)).o_is_implied
          && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(not ((List.hd (List.tl orders)).o_is_implied && not (List.tl orders = [])) && not (not (List.hd (List.tl orders)).o_is_implied && not (List.tl orders = [])) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders))) \|\| not ((((List.hd orders).o_is_implied && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_3090| orders_3079)
expansions

unroll

expr	(\|count_`order list`_3090\| (\|get.::.1_3078\| orders_3079))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_3090\| …
expansions

unsat

(let ((a!1 (|Ordinal.<<_102| (|Ordinal.Int_93| (|count_`order list`_3090|
                          …

call `recfun.remove_imp_orders.remove_imp_orders_side.0 (List.tl orders)` from `recfun.remove_imp_orders.remove_imp_orders_side.0 orders`

original

recfun.remove_imp_orders.remove_imp_orders_side.0 orders

sub

recfun.remove_imp_orders.remove_imp_orders_side.0 (List.tl orders)

original ordinal

Ordinal.Int (Ordinal.count orders)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl orders))

path

[not (List.hd orders).o_is_implied && not (orders = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.017s

details

Expand

smt_stats

num checks	8
arith-assume-eqs	1
arith-make-feasible	78
arith-max-columns	52
arith-conflicts	2
rlimit count	5613
mk clause	88
datatype occurs check	50
mk bool var	371
arith-lower	41
datatype splits	61
decisions	97
propagations	96
interface eqs	1
arith-max-rows	22
conflicts	11
datatype accessor ax	44
datatype constructor ax	107
final checks	11
added eqs	473
del clause	46
arith eq adapter	39
arith-upper	72
memory	26.380000
max memory	86.910000
num allocs	9168346868.000000

Expand

start[0.017s]
  not (List.hd orders).o_is_implied
  && not (orders = [])
     && Ordinal.count orders >= 0 && Ordinal.count (List.tl orders) >= 0
  ==> not
      ((List.hd (List.tl orders)).o_is_implied && not (List.tl orders = []))
      && not
         (not (List.hd (List.tl orders)).o_is_implied
          && not (List.tl orders = []))
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders)))
         (Ordinal.Int (Ordinal.count orders))

simplify

into	(not ((List.hd (List.tl orders)).o_is_implied && not (List.tl orders = [])) && not (not (List.hd (List.tl orders)).o_is_implied && not (List.tl orders = [])) \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl orders))) (Ordinal.Int (Ordinal.count orders))) \|\| not (((not (List.hd orders).o_is_implied && not (orders = [])) && Ordinal.count orders >= 0) && Ordinal.count (List.tl orders) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll
expr
(|count_`order list`_3090| orders_3079)
expansions

unroll

expr	(\|count_`order list`_3090\| (\|get.::.1_3078\| orders_3079))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`order list`_3090\| …
expansions

unsat

(let ((a!1 (|Ordinal.<<_102| (|Ordinal.Int_93| (|count_`order list`_3090|
                          …

3.4 Implied uncrossing (for single side)¶

Try this!

In [23]:

(* The actual cycle *)
let implied_uncross_side (sd : side) (s_id : strategy_id) (s : strategy) (m : market) =

  (* 0. get the top of the book s*)
  let book1 = get_book_tops m.out_book1 in
  let book2 = get_book_tops m.out_book2 in
  let book3 = get_book_tops m.out_book3 in 

  let books_tops = { book1; book2; book3 } in

  (* 1. calculate the implied orders that are available right now... *)
  let imp_order = calc_implied_strat_order s_id s books_tops sd m.curr_time in

  (* Need to increase the order ID first *)
  let new_ord_id = m.last_ord_id + 1 in

  (* 2. insert them into the order book *)
  let strat_book =
    begin
      match s_id with
      | STRAT1 -> insert_order { imp_order with o_id = new_ord_id } m.s_book1
      | STRAT2 -> insert_order { imp_order with o_id = new_ord_id } m.s_book2
    end in

  (* 3. perform the uncross - get the fills, etc... *)
  let unc_result = uncross_book strat_book [] 0 in

  let fq = unc_result.uncrossed_qty in

  if fq = 0 then
    (* Since we didn't trade anything, let's just return the original market state *)
    m
  else
  
  let adjust (mult : int) =
    let mult = -mult in
    if sd = BUY then mult else -mult in
  
  let adj_mul1 = adjust s.leg1.leg_mult in
  let adj_mul2 = adjust s.leg2.leg_mult in
  let adj_mul3 = adjust s.leg3.leg_mult in
  
  (* calculate the prices at which outright orders will trade *)
  let price1 = calc_implied_trade_price adj_mul1 book1 in
  let price2 = calc_implied_trade_price adj_mul2 book2 in
  let price3 = calc_implied_trade_price adj_mul3 book3 in

  (* 4. allocate fills to the outright orders *)
  let out_book1_res = allocate_implied_fills m.out_book1 (fq * adj_mul1) price1 m.curr_time in
  let out_book2_res = allocate_implied_fills m.out_book2 (fq * adj_mul2) price2 m.curr_time in
  let out_book3_res = allocate_implied_fills m.out_book3 (fq * adj_mul3) price3 m.curr_time in

  (* 5. remove the implied orders - notice that the uncrossed result contains a new book
    with partial fills *)
  let m = match s_id with
  | STRAT1 -> { m with s_book1 = remove_imp_orders unc_result.uncrossed_book }
  | STRAT2 -> { m with s_book2 = remove_imp_orders unc_result.uncrossed_book } in

  (* 6. let's now gather all of the fills and turn them into outbound messages *)
  let new_fill_msgs = create_fill_msgs (unc_result.uncrossed_fills @ out_book1_res.uncrossed_fills
    @ out_book2_res.uncrossed_fills @ out_book3_res.uncrossed_fills) in

  { m with 
    outbound_msgs = new_fill_msgs @ m.outbound_msgs
    ; out_book1 = out_book1_res.uncrossed_book
    ; out_book2 = out_book2_res.uncrossed_book
    ; out_book3 = out_book3_res.uncrossed_book
    ; last_ord_id = new_ord_id }
;;

Out[23]:

val implied_uncross_side :
  side -> strategy_id -> strategy -> market -> market = <fun>

Let's now experiment with some concrete examples.

Try this!

In [24]:

#program;;
(* #remove_doc doc_of_market;; *)
#logic;;

let strat = {
  time_created = 1;
  leg1    = { leg_sec_idx = OUT1; leg_mult = 1 }
  ; leg2  = { leg_sec_idx = OUT2; leg_mult = -2 }
  ; leg3  = { leg_sec_idx = OUT3; leg_mult = 0 }
};;

let books = {
    book1 = { bid_info = Some { li_qty = 500; li_price = 50 } ; ask_info = Some { li_qty = 750 ; li_price = 50 }}
  ; book2 = { bid_info = Some { li_qty = 200 ; li_price = 60 }; ask_info = Some { li_qty = 500 ; li_price = 70 }}
  ; book3 = { bid_info = None ; ask_info = None } 
};;

let m = {
  curr_time = 1
  
  ; last_ord_id = 0

  (* first strategy is 2*x1 - x2 + x3 *)
  ; strat1 = (make_strat 1 2 (-1) 1)
  (* second strategy is just the 3rd outright security *)
  ; strat2 = (make_strat 2 0 1 0)

  (* outright books *)
  ; out_book1 = { 
    b_buys = [ (make BUY 500 50 1 (Outright OUT1) 1 false 1) ]
    ; b_sells = [ (make SELL 750 55 2 (Outright OUT1) 1 false 1) ] 
  }

  ; out_book2 = {
    b_buys = [ (make BUY 200 60 3 (Outright OUT1) 1 false 1) ]
    ; b_sells = [ (make SELL 500 70 4 (Outright OUT1) 1 false 1) ] 
  }

  ; out_book3 = { 
    b_buys = [ ]
    ; b_sells = [] 
  }

  (* Strategy books *)
  ; s_book1 = { 
    b_buys = [ 
    ]
    ; b_sells = [
      (make SELL 100 (-100) 5 (Strategy STRAT1) 1 false 1)
    ] 
  }
  ; s_book2 = empty_book

  (* Inbound and outbound message queues *)
  ; inbound_msgs = [] 
  ; outbound_msgs = []
} in

let m' = implied_uncross_side BUY STRAT1 strat m in

(*calc_implied_strat_order STRAT1 m.strat1 books BUY 1 *)
m'.outbound_msgs

Out[24]:

val strat : strategy =
  {time_created = 1; leg1 = {leg_sec_idx = OUT1; leg_mult = 1};
   leg2 = {leg_sec_idx = OUT2; leg_mult = -2};
   leg3 = {leg_sec_idx = OUT3; leg_mult = 0}}
val books : books_info =
  {book1 =
    {bid_info = Some {li_qty = 500; li_price = 50};
     ask_info = Some {li_qty = 750; li_price = 50}};
   book2 =
    {bid_info = Some {li_qty = 200; li_price = 60};
     ask_info = Some {li_qty = 500; li_price = 70}};
   book3 = {bid_info = None; ask_info = None}}
- : outbound_msg list =
[Fill
  {fill_client_id = 1; fill_qty = 100; fill_price = -95; fill_order_id = 5;
   fill_order_done = true};
 Fill
  {fill_client_id = 1; fill_qty = 100; fill_price = 50; fill_order_id = 1;
   fill_order_done = true};
 Fill
  {fill_client_id = 1; fill_qty = 200; fill_price = 70; fill_order_id = 4;
   fill_order_done = true}]

3.5 Implied uncrossing decomposition¶

Try this!

In [25]:

(* Let's try to decompose the logic of 'implied_uncross_side' - we will put 
   several functions in the basis to focus on the critical aspects of the logic *)
let d = Modular_decomp.top "implied_uncross_side" 
        ~basis:["get_book_tops"; "allocate_implied_fills"; "insert_order";
        "create_fill_msgs"; "calc_implied_strat_order"] ~prune:true [@@program];;

Out[25]:

val d : Top_result.modular_decomposition =
  {Imandra_interactive.Modular_decomp.MD.md_session = 2i;
   md_f =
    {Imandra_surface.Uid.name = "implied_uncross_side"; id = <abstr>;
     special_tag = <abstr>; namespace = <abstr>;
     chash = Some i999QKwAeBUZQbWwuOTJecHwOnUpVaAyCUgRu6mGDFY;
     depth = (6i, 8i)};
   md_args =
    [(sd : side); (s_id : strategy_id); (s : strategy); (m : market)];
   md_regions = <abstr>}

Voronoi (256 of 258)
Table

{
  "regions": [
    {
      "constraints": [ "s_id is STRAT1", "sd is BUY" ],
      "region": null,
      "groups": [
        {
          "constraints": [
            "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) <= 0",
            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                "(get_book_tops m.out_book3).bid_info is None",
                "(get_book_tops m.out_book1).bid_info is Some",
                "(get_book_tops m.out_book2).bid_info is Some"
              ],
              "region": {
                "constraints": [
                  "(~- s.leg3.leg_mult) <= 0",
                  "(get_book_tops m.out_book3).bid_info is None",
                  "(get_book_tops m.out_book2).bid_info is Some",
                  "(get_book_tops m.out_book1).bid_info is Some",
                  "sd is BUY",
                  "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                  "s_id is STRAT1"
                ],
                "invariant":
                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
              },
              "groups": [],
              "label": "3.1.1",
              "weight": 1
            },
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                "(get_book_tops m.out_book2).bid_info is None",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book2).bid_info is None",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book3).bid_info is Some"
                  ],
                  "region": {
                    "constraints": [
                      "(~- s.leg3.leg_mult) <= 0",
                      "(get_book_tops m.out_book3).bid_info is Some",
                      "(get_book_tops m.out_book2).bid_info is None",
                      "(get_book_tops m.out_book1).bid_info is Some",
                      "sd is BUY",
                      "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                      "s_id is STRAT1"
                    ],
                    "invariant":
                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                  },
                  "groups": [],
                  "label": "2.2",
                  "weight": 1
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book2).bid_info is None",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book3).bid_info is None"
                  ],
                  "region": {
                    "constraints": [
                      "(~- s.leg3.leg_mult) <= 0",
                      "(get_book_tops m.out_book3).bid_info is None",
                      "(get_book_tops m.out_book2).bid_info is None",
                      "(get_book_tops m.out_book1).bid_info is Some",
                      "sd is BUY",
                      "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                      "s_id is STRAT1"
                    ],
                    "invariant":
                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                  },
                  "groups": [],
                  "label": "2.1",
                  "weight": 1
                }
              ],
              "label": "",
              "weight": 2
            },
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            }
          ],
          "label": "",
          "weight": 7
        },
        {
          "constraints": [
            "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) > 0",
            "(~- s.leg2.leg_mult) <= 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) > 0",
                "(~- s.leg2.leg_mult) <= 0",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            },
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg3.leg_mult) > 0",
                "(~- s.leg2.leg_mult) <= 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- s.leg3.leg_mult) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- s.leg2.leg_mult) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is BUY", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "3.1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            }
          ],
          "label": "",
          "weight": 8
        },
        {
          "constraints": [
            "s_id is STRAT1", "sd is BUY", "(~- s.leg2.leg_mult) > 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg2.leg_mult) > 0",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- s.leg1.leg_mult) <= 0",
                        "(~- s.leg3.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- s.leg1.leg_mult) <= 0",
                        "(~- s.leg3.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg2.leg_mult) > 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- s.leg1.leg_mult) <= 0",
                        "(~- s.leg3.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- s.leg1.leg_mult) <= 0",
                        "(~- s.leg3.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- s.leg1.leg_mult) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            }
          ],
          "label": "",
          "weight": 16
        },
        {
          "constraints": [
            "s_id is STRAT1", "sd is BUY", "(~- s.leg1.leg_mult) > 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg1.leg_mult) > 0",
                "(get_book_tops m.out_book1).ask_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- s.leg3.leg_mult) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- s.leg2.leg_mult) > 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            },
            {
              "constraints": [
                "s_id is STRAT1", "sd is BUY", "(~- s.leg1.leg_mult) > 0",
                "(get_book_tops m.out_book1).ask_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- s.leg3.leg_mult) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- s.leg1.leg_mult) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is BUY", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT1", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- s.leg2.leg_mult) > 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT1", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT1", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT1", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            }
          ],
          "label": "",
          "weight": 32
        }
      ],
      "label": "",
      "weight": 63
    },
    {
      "constraints": [ "sd is SELL", "s_id is STRAT1" ],
      "region": null,
      "groups": [
        {
          "constraints": [
            "sd is SELL", "s_id is STRAT1", "(~- (~- s.leg3.leg_mult)) > 0",
            "(~- (~- s.leg2.leg_mult)) <= 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg3.leg_mult)) > 0",
                "(~- (~- s.leg2.leg_mult)) <= 0",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            },
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg3.leg_mult)) > 0",
                "(~- (~- s.leg2.leg_mult)) <= 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is Some",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).ask_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) > 0",
                          "(get_book_tops m.out_book3).ask_info is None",
                          "(~- (~- s.leg2.leg_mult)) <= 0",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL", "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            }
          ],
          "label": "",
          "weight": 8
        },
        {
          "constraints": [
            "sd is SELL", "s_id is STRAT1", "(~- (~- s.leg3.leg_mult)) <= 0",
            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg3.leg_mult)) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is Some",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            },
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg3.leg_mult)) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is Some",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is Some"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is Some",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.1.2",
                      "weight": 1
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None",
                        "(get_book_tops m.out_book3).bid_info is None"
                      ],
                      "region": {
                        "constraints": [
                          "(~- (~- s.leg3.leg_mult)) <= 0",
                          "(get_book_tops m.out_book3).bid_info is None",
                          "(get_book_tops m.out_book2).bid_info is None",
                          "(get_book_tops m.out_book1).bid_info is None",
                          "sd is SELL",
                          "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book1)  [] 0).uncrossed_qty <> 0",
                          "s_id is STRAT1"
                        ],
                        "invariant":
                          "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                      },
                      "groups": [],
                      "label": "2.3.1.1.1",
                      "weight": 1
                    }
                  ],
                  "label": "",
                  "weight": 2
                }
              ],
              "label": "",
              "weight": 4
            }
          ],
          "label": "",
          "weight": 8
        },
        {
          "constraints": [
            "sd is SELL", "s_id is STRAT1", "(~- (~- s.leg2.leg_mult)) > 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg2.leg_mult)) > 0",
                "(get_book_tops m.out_book1).bid_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- (~- s.leg1.leg_mult)) <= 0",
                        "(~- (~- s.leg3.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some",
                    "(get_book_tops m.out_book2).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- (~- s.leg1.leg_mult)) <= 0",
                        "(~- (~- s.leg3.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg2.leg_mult)) > 0",
                "(get_book_tops m.out_book1).bid_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some",
                        "(~- (~- s.leg1.leg_mult)) <= 0",
                        "(~- (~- s.leg3.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is Some",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is None",
                    "(get_book_tops m.out_book2).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None",
                        "(~- (~- s.leg1.leg_mult)) <= 0",
                        "(~- (~- s.leg3.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) > 0",
                              "(get_book_tops m.out_book2).ask_info is None",
                              "(~- (~- s.leg1.leg_mult)) <= 0",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.2.1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            }
          ],
          "label": "",
          "weight": 16
        },
        {
          "constraints": [
            "sd is SELL", "s_id is STRAT1", "(~- (~- s.leg1.leg_mult)) > 0"
          ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg1.leg_mult)) > 0",
                "(get_book_tops m.out_book1).ask_info is Some"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- (~- s.leg3.leg_mult)) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is Some",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some",
                    "(~- (~- s.leg2.leg_mult)) > 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            },
            {
              "constraints": [
                "sd is SELL", "s_id is STRAT1",
                "(~- (~- s.leg1.leg_mult)) > 0",
                "(get_book_tops m.out_book1).ask_info is None"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- (~- s.leg3.leg_mult)) <= 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(~- (~- s.leg1.leg_mult)) > 0",
                              "(get_book_tops m.out_book1).ask_info is None",
                              "sd is SELL", "s_id is STRAT1"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "2.1.1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "sd is SELL", "s_id is STRAT1",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is None",
                    "(~- (~- s.leg2.leg_mult)) > 0"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "sd is SELL", "s_id is STRAT1",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "sd is SELL", "s_id is STRAT1",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "sd is SELL", "s_id is STRAT1",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT1"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book1 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book1)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book1)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book1)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book1)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book2 = m.s_book2 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "2.1.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            }
          ],
          "label": "",
          "weight": 32
        }
      ],
      "label": "",
      "weight": 64
    },
    {
      "constraints": [ "s_id is STRAT2" ],
      "region": null,
      "groups": [
        {
          "constraints": [
            "s_id is STRAT2",
            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty = 0"
          ],
          "region": {
            "constraints": [
              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty = 0",
              "s_id is STRAT2"
            ],
            "invariant": "F = m"
          },
          "groups": [],
          "label": "1.3",
          "weight": 1
        },
        {
          "constraints": [ "s_id is STRAT2", "sd is SELL" ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT2", "sd is SELL",
                "(~- (~- s.leg3.leg_mult)) > 0",
                "(~- (~- s.leg2.leg_mult)) <= 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg3.leg_mult)) > 0",
                    "(~- (~- s.leg2.leg_mult)) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- (~- s.leg2.leg_mult)) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is SELL",
                "(~- (~- s.leg3.leg_mult)) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg3.leg_mult)) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg3.leg_mult)) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- (~- s.leg3.leg_mult)) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is SELL",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.2.3.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is SELL",
                "(~- (~- s.leg2.leg_mult)) > 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg2.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg2.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- (~- s.leg1.leg_mult)) <= 0",
                            "(~- (~- s.leg3.leg_mult)) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg1.leg_mult)) <= 0",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- (~- s.leg1.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is SELL",
                "(~- (~- s.leg1.leg_mult)) > 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- (~- s.leg2.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        }
                      ],
                      "label": "",
                      "weight": 8
                    }
                  ],
                  "label": "",
                  "weight": 16
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is SELL",
                    "(~- (~- s.leg1.leg_mult)) > 0",
                    "(get_book_tops m.out_book1).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) > 0",
                        "(~- (~- s.leg2.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) > 0",
                            "(~- (~- s.leg2.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0",
                                "(~- (~- s.leg2.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- (~- s.leg2.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg3.leg_mult)) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg3.leg_mult)) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- (~- s.leg3.leg_mult)) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- (~- s.leg1.leg_mult)) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is SELL", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.2.1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is SELL",
                        "(~- (~- s.leg1.leg_mult)) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- (~- s.leg2.leg_mult)) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- (~- s.leg3.leg_mult)) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is SELL",
                            "(~- (~- s.leg1.leg_mult)) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- (~- s.leg2.leg_mult)) > 0",
                            "(get_book_tops m.out_book2).ask_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is SELL",
                                "(~- (~- s.leg1.leg_mult)) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- (~- s.leg2.leg_mult)) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- (~- s.leg3.leg_mult)) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is SELL",
                                    "(~- (~- s.leg1.leg_mult)) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- (~- s.leg2.leg_mult)) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- (~- s.leg3.leg_mult)) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- (~- s.leg3.leg_mult)) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- (~- s.leg2.leg_mult)) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- (~- s.leg1.leg_mult)) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is SELL", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- (~- s.leg1.leg_mult)))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg2.leg_mult)))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- (~- s.leg3.leg_mult)))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.2.1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        }
                      ],
                      "label": "",
                      "weight": 8
                    }
                  ],
                  "label": "",
                  "weight": 16
                }
              ],
              "label": "",
              "weight": 32
            }
          ],
          "label": "",
          "weight": 64
        },
        {
          "constraints": [ "s_id is STRAT2", "sd is BUY" ],
          "region": null,
          "groups": [
            {
              "constraints": [
                "s_id is STRAT2", "sd is BUY", "(~- s.leg3.leg_mult) > 0",
                "(~- s.leg2.leg_mult) <= 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg3.leg_mult) > 0", "(~- s.leg2.leg_mult) <= 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is Some",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).ask_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) > 0",
                              "(get_book_tops m.out_book3).ask_info is None",
                              "(~- s.leg2.leg_mult) <= 0",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY", "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is BUY", "(~- s.leg3.leg_mult) <= 0",
                "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is Some",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg3.leg_mult) <= 0",
                    "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is Some",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is Some",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg3.leg_mult) <= 0",
                        "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).bid_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is Some"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is Some",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.1.2",
                          "weight": 1
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).bid_info is None",
                            "(get_book_tops m.out_book3).bid_info is None"
                          ],
                          "region": {
                            "constraints": [
                              "(~- s.leg3.leg_mult) <= 0",
                              "(get_book_tops m.out_book3).bid_info is None",
                              "(get_book_tops m.out_book2).bid_info is None",
                              "(get_book_tops m.out_book1).bid_info is None",
                              "sd is BUY",
                              "(uncross_book  (insert_order   order.{   o_id = m.last_ord_id + 1   ; o_qty =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_qty   ; o_price =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_price   ; o_time =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_time   ; o_side =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_side   ; o_client_id =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_client_id   ; o_inst =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_inst   ; o_is_implied =       (calc_implied_strat_order s_id s        books_info.{        book1 = get_book_tops m.out_book1        ; book2 = get_book_tops m.out_book2        ; book3 = get_book_tops m.out_book3        } sd m.curr_time).o_is_implied   } m.s_book2)  [] 0).uncrossed_qty <> 0",
                              "s_id is STRAT2"
                            ],
                            "invariant":
                              "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                          },
                          "groups": [],
                          "label": "1.1.3.1.1.1",
                          "weight": 1
                        }
                      ],
                      "label": "",
                      "weight": 2
                    }
                  ],
                  "label": "",
                  "weight": 4
                }
              ],
              "label": "",
              "weight": 8
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is BUY", "(~- s.leg2.leg_mult) > 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is Some",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is Some",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is Some",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).bid_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg2.leg_mult) > 0",
                    "(get_book_tops m.out_book1).bid_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is Some"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is Some",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is Some",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg2.leg_mult) > 0",
                        "(get_book_tops m.out_book1).bid_info is None",
                        "(get_book_tops m.out_book2).ask_info is None"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book1).bid_info is None",
                            "(get_book_tops m.out_book2).ask_info is None",
                            "(~- s.leg1.leg_mult) <= 0",
                            "(~- s.leg3.leg_mult) > 0"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book1).bid_info is None",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg1.leg_mult) <= 0",
                                "(~- s.leg3.leg_mult) > 0",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) > 0",
                                  "(get_book_tops m.out_book2).ask_info is None",
                                  "(~- s.leg1.leg_mult) <= 0",
                                  "(get_book_tops m.out_book1).bid_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.2.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    }
                  ],
                  "label": "",
                  "weight": 8
                }
              ],
              "label": "",
              "weight": 16
            },
            {
              "constraints": [
                "s_id is STRAT2", "sd is BUY", "(~- s.leg1.leg_mult) > 0"
              ],
              "region": null,
              "groups": [
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is Some"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is Some",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is Some",
                        "(~- s.leg2.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is Some",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is Some",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is Some",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is Some",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price      m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         Destruct(Some, 0, (get_book_tops m.out_book1).ask_info).li_price         m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        }
                      ],
                      "label": "",
                      "weight": 8
                    }
                  ],
                  "label": "",
                  "weight": 16
                },
                {
                  "constraints": [
                    "s_id is STRAT2", "sd is BUY",
                    "(~- s.leg1.leg_mult) > 0",
                    "(get_book_tops m.out_book1).ask_info is None"
                  ],
                  "region": null,
                  "groups": [
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) > 0",
                        "(~- s.leg2.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) > 0",
                            "(~- s.leg2.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is Some",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0",
                                "(~- s.leg2.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).ask_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) > 0",
                                  "(get_book_tops m.out_book3).ask_info is None",
                                  "(~- s.leg2.leg_mult) <= 0",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg3.leg_mult) <= 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is Some",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is Some",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).bid_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg3.leg_mult) <= 0",
                            "(get_book_tops m.out_book2).bid_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is Some"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is Some",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2.1.2",
                              "weight": 1
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0",
                                "(get_book_tops m.out_book2).bid_info is None",
                                "(get_book_tops m.out_book3).bid_info is None"
                              ],
                              "region": {
                                "constraints": [
                                  "(~- s.leg3.leg_mult) <= 0",
                                  "(get_book_tops m.out_book3).bid_info is None",
                                  "(get_book_tops m.out_book2).bid_info is None",
                                  "(~- s.leg1.leg_mult) > 0",
                                  "(get_book_tops m.out_book1).ask_info is None",
                                  "sd is BUY", "s_id is STRAT2"
                                ],
                                "invariant":
                                  "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                              },
                              "groups": [],
                              "label": "1.1.1.1.2.1.1",
                              "weight": 1
                            }
                          ],
                          "label": "",
                          "weight": 2
                        }
                      ],
                      "label": "",
                      "weight": 4
                    },
                    {
                      "constraints": [
                        "s_id is STRAT2", "sd is BUY",
                        "(~- s.leg1.leg_mult) > 0",
                        "(get_book_tops m.out_book1).ask_info is None",
                        "(~- s.leg2.leg_mult) > 0"
                      ],
                      "region": null,
                      "groups": [
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is Some"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is Some",
                                "(~- s.leg3.leg_mult) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is Some",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is Some",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price      m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book2).ask_info).li_price          m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        },
                        {
                          "constraints": [
                            "s_id is STRAT2", "sd is BUY",
                            "(~- s.leg1.leg_mult) > 0",
                            "(get_book_tops m.out_book1).ask_info is None",
                            "(~- s.leg2.leg_mult) > 0",
                            "(get_book_tops m.out_book2).ask_info is None"
                          ],
                          "region": null,
                          "groups": [
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) > 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).ask_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) > 0",
                                    "(get_book_tops m.out_book3).ask_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) > 0",
                                      "(get_book_tops m.out_book3).ask_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            },
                            {
                              "constraints": [
                                "s_id is STRAT2", "sd is BUY",
                                "(~- s.leg1.leg_mult) > 0",
                                "(get_book_tops m.out_book1).ask_info is None",
                                "(~- s.leg2.leg_mult) > 0",
                                "(get_book_tops m.out_book2).ask_info is None",
                                "(~- s.leg3.leg_mult) <= 0"
                              ],
                              "region": null,
                              "groups": [
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is Some"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is Some",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price      m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          Destruct(Some, 0, (get_book_tops m.out_book3).bid_info).li_price          m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.1.2",
                                  "weight": 1
                                },
                                {
                                  "constraints": [
                                    "s_id is STRAT2", "sd is BUY",
                                    "(~- s.leg1.leg_mult) > 0",
                                    "(get_book_tops m.out_book1).ask_info is None",
                                    "(~- s.leg2.leg_mult) > 0",
                                    "(get_book_tops m.out_book2).ask_info is None",
                                    "(~- s.leg3.leg_mult) <= 0",
                                    "(get_book_tops m.out_book3).bid_info is None"
                                  ],
                                  "region": {
                                    "constraints": [
                                      "(~- s.leg3.leg_mult) <= 0",
                                      "(get_book_tops m.out_book3).bid_info is None",
                                      "(~- s.leg2.leg_mult) > 0",
                                      "(get_book_tops m.out_book2).ask_info is None",
                                      "(~- s.leg1.leg_mult) > 0",
                                      "(get_book_tops m.out_book1).ask_info is None",
                                      "sd is BUY", "s_id is STRAT2"
                                    ],
                                    "invariant":
                                      "F = market.{ last_ord_id = m.last_ord_id + 1 ; out_book1 =     (allocate_implied_fills m.out_book1      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg1.leg_mult))      0 m.curr_time).uncrossed_book ; out_book2 =     (allocate_implied_fills m.out_book2      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg2.leg_mult))      0 m.curr_time).uncrossed_book ; out_book3 =     (allocate_implied_fills m.out_book3      ((uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_qty * (~- s.leg3.leg_mult))      0 m.curr_time).uncrossed_book ; s_book2 =     book.{     b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_book.b_buys     ; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0         (uncross_book          (insert_order           order.{           o_id = m.last_ord_id + 1           ; o_qty =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_qty           ; o_price =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_price           ; o_time =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_time           ; o_side =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_side           ; o_client_id =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_client_id           ; o_inst =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_inst           ; o_is_implied =               (calc_implied_strat_order s_id s                books_info.{                book1 = get_book_tops m.out_book1                ; book2 = get_book_tops m.out_book2                ; book3 = get_book_tops m.out_book3                } sd m.curr_time).o_is_implied           } m.s_book2)          [] 0).uncrossed_book.b_sells     } ; outbound_msgs = List.append     (create_fill_msgs      (List.append       (uncross_book        (insert_order         order.{         o_id = m.last_ord_id + 1         ; o_qty =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_qty         ; o_price =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_price         ; o_time =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_time         ; o_side =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_side         ; o_client_id =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_client_id         ; o_inst =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_inst         ; o_is_implied =             (calc_implied_strat_order s_id s              books_info.{              book1 = get_book_tops m.out_book1              ; book2 = get_book_tops m.out_book2              ; book3 = get_book_tops m.out_book3              } sd m.curr_time).o_is_implied         } m.s_book2)        [] 0).uncrossed_fills       (List.append        (allocate_implied_fills m.out_book1         ((uncross_book           (insert_order            order.{            o_id = m.last_ord_id + 1            ; o_qty =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_qty            ; o_price =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_price            ; o_time =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_time            ; o_side =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_side            ; o_client_id =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_client_id            ; o_inst =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_inst            ; o_is_implied =                (calc_implied_strat_order s_id s                 books_info.{                 book1 = get_book_tops m.out_book1                 ; book2 = get_book_tops m.out_book2                 ; book3 = get_book_tops m.out_book3                 } sd m.curr_time).o_is_implied            } m.s_book2)           [] 0).uncrossed_qty * (~- s.leg1.leg_mult))         0 m.curr_time).uncrossed_fills        (List.append         (allocate_implied_fills m.out_book2          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg2.leg_mult))          0 m.curr_time).uncrossed_fills         (allocate_implied_fills m.out_book3          ((uncross_book            (insert_order             order.{             o_id = m.last_ord_id + 1             ; o_qty =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_qty             ; o_price =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_price             ; o_time =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_time             ; o_side =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_side             ; o_client_id =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_client_id             ; o_inst =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_inst             ; o_is_implied =                 (calc_implied_strat_order s_id s                  books_info.{                  book1 = get_book_tops m.out_book1                  ; book2 = get_book_tops m.out_book2                  ; book3 = get_book_tops m.out_book3                  } sd m.curr_time).o_is_implied             } m.s_book2)            [] 0).uncrossed_qty * (~- s.leg3.leg_mult))          0 m.curr_time).uncrossed_fills))))     m.outbound_msgs ; curr_time = m.curr_time ; strat1 = m.strat1 ; strat2 = m.strat2 ; s_book1 = m.s_book1 ; inbound_msgs = m.inbound_msgs }"
                                  },
                                  "groups": [],
                                  "label": "1.1.1.1.1.1.1.1",
                                  "weight": 1
                                }
                              ],
                              "label": "",
                              "weight": 2
                            }
                          ],
                          "label": "",
                          "weight": 4
                        }
                      ],
                      "label": "",
                      "weight": 8
                    }
                  ],
                  "label": "",
                  "weight": 16
                }
              ],
              "label": "",
              "weight": 32
            }
          ],
          "label": "",
          "weight": 64
        }
      ],
      "label": "",
      "weight": 129
    }
  ]
}

Regions details

No group selected.

Concrete regions are numbered
Unnumbered regions are groups whose children share a particular constraint
Click on a region to view its details
Double click on a region to zoom in on it
Shift+double click to zoom out
Hit escape to reset back to the top

decomp of (implied_uncross_side sd, s_id, s, m

Reg_id	Constraints	Invariant
257	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
256	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
255	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
254	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
253	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
252	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
251	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
250	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
249	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
248	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
247	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
246	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
245	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
244	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
243	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
242	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
241	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
240	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
239	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
238	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
237	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
236	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
235	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
234	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
233	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
232	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
231	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
230	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
229	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
228	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
227	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
226	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
225	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
224	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
223	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
222	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
221	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
220	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
219	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
218	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
217	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
216	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
215	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
214	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
213	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
212	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
211	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
210	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
209	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
208	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
207	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
206	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
205	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
204	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
203	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
202	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
201	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
200	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
199	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
198	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
197	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
196	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
195	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
194	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
193	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
192	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
191	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
190	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
189	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
188	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
187	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
186	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
185	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
184	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
183	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
182	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
181	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
180	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
179	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
178	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
177	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
176	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
175	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
174	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
173	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
172	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
171	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
170	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
169	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
168	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
167	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
166	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
165	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
164	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
163	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
162	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
161	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
160	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
159	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
158	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
157	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
156	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
155	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
154	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
153	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
152	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
151	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
150	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
149	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
148	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
147	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
146	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
145	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
144	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
143	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
142	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
141	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
140	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
139	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
138	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
137	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
136	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
135	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
134	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
133	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
132	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
131	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
130	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0) not (s_id = STRAT1)	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book2 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
129	(uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book2) [] 0).uncrossed_qty = 0 not (s_id = STRAT1)	m
128	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
127	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
126	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
125	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
124	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
123	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
122	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
121	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
120	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
119	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
118	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
117	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
116	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
115	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
114	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
113	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 (get_book_tops m.out_book1).ask_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
112	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
111	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
110	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
109	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
108	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
107	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
106	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
105	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
104	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
103	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
102	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
101	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
100	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
99	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
98	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
97	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- (~- s.leg1.leg_mult)) > 0 not ((get_book_tops m.out_book1).ask_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
96	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
95	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
94	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
93	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
92	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
91	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
90	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
89	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
88	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
87	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
86	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
85	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
84	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
83	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
82	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
81	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) (get_book_tops m.out_book1).bid_info = None not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
80	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
79	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
78	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
77	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
76	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
75	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
74	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
73	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- (~- s.leg2.leg_mult)) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
72	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
71	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
70	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
69	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
68	(~- (~- s.leg3.leg_mult)) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
67	(~- (~- s.leg3.leg_mult)) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
66	not ((~- (~- s.leg3.leg_mult)) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
65	not ((~- (~- s.leg3.leg_mult)) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- (~- s.leg2.leg_mult)) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- (~- s.leg1.leg_mult)) > 0) not ((get_book_tops m.out_book1).bid_info = None) not (sd = BUY) not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg1.leg_mult)) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg2.leg_mult)) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- (~- s.leg3.leg_mult)) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
64	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
63	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
62	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
61	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
60	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
59	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
58	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
57	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
56	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
55	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
54	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
53	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
52	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
51	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
50	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
49	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 (get_book_tops m.out_book1).ask_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
48	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
47	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
46	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
45	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
44	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
43	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
42	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
41	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
40	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
39	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
38	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
37	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
36	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
35	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
34	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
33	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) (~- s.leg1.leg_mult) > 0 not ((get_book_tops m.out_book1).ask_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).ask_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
32	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
31	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
30	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
29	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
28	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
27	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
26	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
25	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
24	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
23	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
22	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
21	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
20	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
19	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
18	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
17	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) (get_book_tops m.out_book1).bid_info = None sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) 0 m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
16	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
15	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
14	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
13	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 (get_book_tops m.out_book2).ask_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
12	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
11	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
10	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
9	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) (~- s.leg2.leg_mult) > 0 not ((get_book_tops m.out_book2).ask_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).ask_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
8	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
7	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
6	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
5	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) (get_book_tops m.out_book2).bid_info = None not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) 0 m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
4	(~- s.leg3.leg_mult) > 0 (get_book_tops m.out_book3).ask_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
3	(~- s.leg3.leg_mult) > 0 not ((get_book_tops m.out_book3).ask_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).ask_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
2	not ((~- s.leg3.leg_mult) > 0) (get_book_tops m.out_book3).bid_info = None not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) 0 m.curr_time).uncrossed_fills)))) m.outbound_msgs}
1	not ((~- s.leg3.leg_mult) > 0) not ((get_book_tops m.out_book3).bid_info = None) not ((~- s.leg2.leg_mult) > 0) not ((get_book_tops m.out_book2).bid_info = None) not ((~- s.leg1.leg_mult) > 0) not ((get_book_tops m.out_book1).bid_info = None) sd = BUY not ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0) s_id = STRAT1	{m with last_ord_id = m.last_ord_id + 1; out_book1 = (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_book; out_book2 = (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_book; out_book3 = (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_book; s_book1 = {b_buys = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_buys; b_sells = recfun.remove_imp_orders.remove_imp_orders_side.0 (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_book.b_sells}; outbound_msgs = List.append (create_fill_msgs (List.append (uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_fills (List.append (allocate_implied_fills m.out_book1 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg1.leg_mult) (Option.get (get_book_tops m.out_book1).bid_info).li_price m.curr_time).uncrossed_fills (List.append (allocate_implied_fills m.out_book2 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg2.leg_mult) (Option.get (get_book_tops m.out_book2).bid_info).li_price m.curr_time).uncrossed_fills (allocate_implied_fills m.out_book3 ((uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty * ~- s.leg3.leg_mult) (Option.get (get_book_tops m.out_book3).bid_info).li_price m.curr_time).uncrossed_fills)))) m.outbound_msgs}
0	(uncross_book (insert_order {calc_implied_strat_order s_id s {book1 = get_book_tops m.out_book1; book2 = get_book_tops m.out_book2; book3 = get_book_tops m.out_book3} sd m.curr_time with o_id = m.last_ord_id + 1} m.s_book1) [] 0).uncrossed_qty = 0 s_id = STRAT1	m

3.6 Full book implied uncross¶

Try this!

In [26]:

(* The implied uncross algorithm *)
let implied_uncross_books (s : strategy_id) (m : market) =
  if s = STRAT1 then
    begin
      let m = implied_uncross_side BUY s m.strat1 m in
      implied_uncross_side SELL s m.strat1 m
    end
  else 
    begin
      let m = implied_uncross_side BUY s m.strat2 m in
      implied_uncross_side SELL s m.strat2 m
    end

Out[26]:

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      val implied_uncross_books : strategy_id -> market -> market = <fun>

4. Global state transition functions functions¶

4.1 Insert order¶

Try this!

In [27]:

(* Perform operation to create and insert a new order *)
let run_new_order (m : market) (no : new_ord_msg) =
  let new_o_id = m.last_ord_id + 1 in
  let o = {
    o_id = new_o_id
    ; o_qty = no.no_qty
    ; o_price = no.no_price
    ; o_time = m.curr_time
    ; o_side = no.no_side
    ; o_client_id = no.no_client_id
    ; o_inst = no.no_inst_type
    ; o_is_implied = false (* these are always outright *)
  } in

  let m' = 
    match no.no_inst_type with 
    | Strategy STRAT1 -> { m with s_book1 = (insert_order o m.s_book1) }
    | Strategy STRAT2 -> { m with s_book2 = (insert_order o m.s_book2) }
    | Outright OUT1   -> { m with out_book1 = (insert_order o m.out_book1) }
    | Outright OUT2   -> { m with out_book2 = (insert_order o m.out_book2) }
    | Outright OUT3   -> { m with out_book3 = (insert_order o m.out_book3) }

  in { m' with last_ord_id = new_o_id }

Out[27]:

val run_new_order : market -> new_ord_msg -> market = <fun>

4.2 Cancel order¶

Try this!

In [28]:

(* Cancel an order *)
let run_cancel_order (m : market) (co : cancel_ord_msg) = 
  match co.co_instrument with
  | Strategy STRAT1 -> {m with s_book1 = (cancel_ord_book co m.s_book1)}
  | Strategy STRAT2 -> {m with s_book2 = (cancel_ord_book co m.s_book2)}
  | Outright OUT1 -> {m with out_book1 = (cancel_ord_book co m.out_book1)}
  | Outright OUT2 -> {m with out_book2 = (cancel_ord_book co m.out_book2)}
  | Outright OUT3 -> {m with out_book3 = (cancel_ord_book co m.out_book3)}

Out[28]:

val run_cancel_order : market -> cancel_ord_msg -> market = <fun>

4.3 Run implied uncross¶

Try this!

In [29]:

(* Perform opreation to execute new fill *)
let run_implied_uncross (m : market) = 

  (* Do the typical uncross between the strategies *)
  let sbook1_res = uncross_book m.s_book1 [] 0 in
  let sbook2_res = uncross_book m.s_book2 [] 0 in 

  (*  outright books  *)
  let obook1_res = uncross_book m.out_book1 [] 0 in
  let obook2_res = uncross_book m.out_book2 [] 0 in
  let obook3_res = uncross_book m.out_book3 [] 0 in
  
  (* Now let's update the entire market state *)
  let m' = {
    m with
      s_book1 = sbook1_res.uncrossed_book
      ; s_book2 = sbook2_res.uncrossed_book

      ; out_book1 = obook1_res.uncrossed_book
      ; out_book2 = obook2_res.uncrossed_book
      ; out_book3 = obook3_res.uncrossed_book

      ; outbound_msgs = 
          create_fill_msgs (
            sbook1_res.uncrossed_fills @
            sbook2_res.uncrossed_fills @
            obook1_res.uncrossed_fills @
            obook2_res.uncrossed_fills @ 
            obook3_res.uncrossed_fills )
  } in

  (* Now we should be done with uncrossing the books the old way,
    let's now create implied orders here. 
    Notice that we're using the priority function to determine which 
    strategy order book runs first... *)
  if priority_strat m'.strat1 m'.strat2 then
    let m' = implied_uncross_books STRAT1 m' in
    (implied_uncross_books STRAT2 m')
  else
    let m' = implied_uncross_books STRAT2 m' in
    (implied_uncross_books STRAT1 m')

;;

Out[29]:

val run_implied_uncross : market -> market = <fun>

Try this!

In [30]:

(* Now is a time for a full market uncross. *)

let m2 = {
  curr_time = 1
  
  ; last_ord_id = 0
  
  (* In a larger model, we can *)
  (* first strategy is 2*x1 - x2 + x3 *)
  ; strat1 = (make_strat 1 2 (-1) 1)
  (* second strategy is just the 3rd outright security *)
  ; strat2 = (make_strat 2 0 1 0)

  (* outright books *)
  ; out_book1 = { 
    b_buys = [ (make BUY 500 50 1 (Outright OUT1) 1 false 1) ]
    ; b_sells = [ (make SELL 750 55 2 (Outright OUT1) 1 false 1) ] 
  }

  ; out_book2 = {
    b_buys = [ (make BUY 200 60 3 (Outright OUT1) 1 false 1) ]
    ; b_sells = [ (make SELL 500 70 4 (Outright OUT1) 1 false 1) ] 
  }
  ; out_book3 = empty_book

  (* Strategy books *)
  ; s_book1 = empty_book
  ; s_book2 = empty_book

  (* Inbound and outbound message queues *)
  ; inbound_msgs = [] 
  ; outbound_msgs = []
}

Out[30]:

val m2 : market = <document>

Strategy 1

Buys	Sells

Strategy 2

Buys	Sells

Book 1

Buys	Sells
50 (500)	55 (750)

Book 2

Buys	Sells
60 (200)	70 (500)

Book 3

Buys	Sells

4.4 Main transition function¶

This is where we put it all together. Note that this is a 'shortened' version of the full model - in a complete model we would allow new strategies to be created, more intricate state transitions (e.g. auctions) and much more.

Try this!

In [31]:

(* The main state transition loop of the exchange state *)
let step (m : market) (msg : inbound_msg) = 
 begin
  match msg with
  | NewOrder no -> run_new_order m no
  | CancelOrder co -> run_cancel_order m co
  | ImpliedUncross -> run_implied_uncross m
 end
;;

let rec run (m: market) (msgs : inbound_msg list) =
 match msgs with
 | [] -> []
 | x::xs -> let m' = step m x in
   m' :: (run m' xs)
;;

Out[31]:

val step : market -> inbound_msg -> market = <fun>
val run : market -> inbound_msg list -> market list = <fun>

termination proof

Termination proof

call `run (step m (List.hd msgs)) (List.tl msgs)` from `run m msgs`

original

run m msgs

sub

run (step m (List.hd msgs)) (List.tl msgs)

original ordinal

Ordinal.Int (Ordinal.count msgs)

sub ordinal

Ordinal.Int (Ordinal.count (List.tl msgs))

path

[not (msgs = [])]

proof

detailed proof

summary
full

ground_instances

definitions

inductions

search_time

0.031s

details

Expand

smt_stats

num checks	7
arith-assume-eqs	1
arith-make-feasible	51
arith-max-columns	64
arith-conflicts	5
rlimit count	6350
arith-cheap-eqs	12
mk clause	99
datatype occurs check	43
mk bool var	352
arith-lower	42
arith-diseq	7
datatype splits	56
decisions	125
arith-propagations	5
propagations	98
interface eqs	1
arith-bound-propagations-cheap	5
arith-max-rows	28
conflicts	17
datatype accessor ax	40
minimized lits	1
arith-bound-propagations-lp	1
datatype constructor ax	74
final checks	9
added eqs	376
del clause	43
arith eq adapter	38
arith-upper	44
memory	50.660000
max memory	656.820000
num allocs	1638272067900.000000

Expand

start[0.031s]
  not (msgs = [])
  && Ordinal.count msgs >= 0 && Ordinal.count (List.tl msgs) >= 0
  ==> List.tl msgs = []
      || Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl msgs)))
         (Ordinal.Int (Ordinal.count msgs))

simplify

into	(List.tl msgs = [] \|\| Ordinal.( << ) (Ordinal.Int (Ordinal.count (List.tl msgs))) (Ordinal.Int (Ordinal.count msgs))) \|\| not ((not (msgs = []) && Ordinal.count msgs >= 0) && Ordinal.count (List.tl msgs) >= 0)
expansions	[]
rewrite_steps
forward_chaining

unroll

expr	(\|count_`inbound_msg list`_3772\| msgs_3762)
expansions

unroll

expr	(\|count_`inbound_msg list`_3772\| (\|get.::.1_3719\| msgs_3762))
expansions

unroll

expr	(\|Ordinal.<<_102\| (\|Ordinal.Int_93\| (\|count_`inbound_msg list`_3772\| …
expansions

unsat

(let ((a!1 (>= (no_client_id_88 (|get.NewOrder.0_3714|
                                  (|get.::.0_…

5. Complete examples¶

Now let's have a complete example that shows how to insert and then trade outright and strategy orders

Try this!

In [32]:

let m4 = {

  curr_time = 1
  
  ; last_ord_id = 0
  
  (* first strategy is 2*x1 - x2 + x3 *)
  ; strat1 = (make_strat 1 2 (-1) 1)
  (* second strategy is just the 3rd outright security *)
  ; strat2 = (make_strat 2 0 0 1)

  (* outright books *)
  ; out_book1 = empty_book
  ; out_book2 = empty_book
  ; out_book3 = empty_book

  (* Strategy books *)
  ; s_book1 = empty_book
  ; s_book2 = empty_book

  (* Inbound and outbound message queues *)
  ; inbound_msgs = []
  ; outbound_msgs = []
} in

(* Helper function signature is: 'cid inst qty sd p'*)
let new_ord1_msg = make_no_msg 1 (Outright OUT1) 100 SELL 75 in
let new_ord2_msg = make_no_msg 2 (Outright OUT1) 75 BUY 80 in
let new_ord3_msg = make_no_msg 3 (Outright OUT1) 125 SELL 50 in

run m4 [new_ord1_msg; new_ord2_msg; new_ord3_msg];;

Out[32]:

- : market list = [<document>; <document>; <document>]

Strategy 1

Buys	Sells

Strategy 2

Buys	Sells

Book 1

Buys	Sells
-	75 (100)

Book 2

Buys	Sells

Book 3

Buys	Sells

Strategy 1

Buys	Sells

Strategy 2

Buys	Sells

Book 1

Buys	Sells
80 (75)	75 (100)

Book 2

Buys	Sells

Book 3

Buys	Sells

Strategy 1

Buys	Sells

Strategy 2

Buys	Sells

Book 1

Buys	Sells
80 (75)	50 (125)
-	75 (100)

Book 2

Buys	Sells

Book 3

Buys	Sells